+720.5%
ETN vs PR
+169.5%
+551.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.6% |
| 7D | +2.0% | +2.9% | -0.9% | +1.7% |
| 30D | -7.9% | +18.0% | -26.0% | -9.3% |
| 3M | -1.6% | +16.9% | -18.5% | -3.2% |
| 6M | +16.9% | +28.2% | -11.3% | +13.8% |
| YTD | +30.1% | +69.3% | -39.3% | +23.4% |
| 1Y | +19.3% | +69.5% | -50.2% | +13.0% |
| 3Y | +82.5% | +81.7% | +0.8% | +71.0% |
| 5Y | +166.8% | +422.2% | -255.4% | +126.9% |
| 10Y | +649.7% | +110.4% | +539.3% | +598.6% |
| All | +720.5% | +169.5% | +551.1% | +664.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling