+706.7%
ETN vs PSLV
+190.6%
+516.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | +3.5% | -3.5% | +7.0% | +4.1% |
| 30D | -7.5% | -2.1% | -5.4% | -7.2% |
| 3M | +8.3% | -1.6% | +10.0% | +8.3% |
| 6M | +20.2% | -25.5% | +45.7% | +25.1% |
| YTD | +34.7% | -11.4% | +46.1% | +33.3% |
| 1Y | +19.4% | +48.6% | -29.1% | +7.2% |
| 3Y | +85.5% | +166.9% | -81.4% | +48.8% |
| 5Y | +186.6% | +152.4% | +34.2% | +128.0% |
| All | +706.7% | +190.6% | +516.1% | +485.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling