+64.5%
ETN vs PTC
+29.1%
+35.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +3.6% | +0.5% | +3.1% | +3.6% |
| 30D | -13.4% | +1.2% | -14.6% | -13.5% |
| 3M | -21.9% | +27.4% | -49.3% | -24.5% |
| 6M | -12.8% | +39.2% | -52.0% | -17.3% |
| YTD | +12.1% | +12.5% | -0.4% | +15.2% |
| 1Y | +0.8% | +12.3% | -11.4% | +3.7% |
| 3Y | +64.5% | +28.8% | +35.7% | +45.8% |
| All | +64.5% | +29.1% | +35.4% | +45.8% |
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