+706.7%
ETN vs PTC
+205.0%
+501.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.4% |
| 7D | +3.5% | -7.3% | +10.8% | +6.1% |
| 30D | -7.5% | -11.6% | +4.1% | -4.0% |
| 3M | +8.3% | +10.5% | -2.1% | +2.8% |
| 6M | +20.2% | -17.8% | +38.0% | +25.8% |
| YTD | +34.7% | -24.9% | +59.6% | +45.2% |
| 1Y | +19.4% | -36.8% | +56.3% | +38.0% |
| 3Y | +85.5% | -8.7% | +94.2% | +81.8% |
| 5Y | +186.6% | +4.1% | +182.5% | +160.4% |
| All | +706.7% | +205.0% | +501.7% | +358.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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