+78.4%
ETN vs PTC
-10.7%
+89.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | +3.0% | -14.2% | +17.3% | +6.2% |
| 30D | -10.9% | -14.4% | +3.5% | -8.2% |
| 3M | +9.2% | -4.7% | +14.0% | +9.4% |
| 6M | +13.9% | -19.3% | +33.2% | +20.9% |
| YTD | +29.5% | -26.1% | +55.6% | +42.4% |
| 1Y | +14.2% | -37.1% | +51.3% | +36.0% |
| All | +78.4% | -10.7% | +89.1% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling