+81.1%
ETN vs PWR
+203.1%
-122.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.4% |
| 7D | +6.2% | +2.7% | +3.6% | +4.5% |
| 30D | -6.7% | -5.1% | -1.6% | -3.7% |
| 3M | +3.6% | -9.4% | +13.0% | +9.9% |
| 6M | +18.3% | +10.4% | +7.9% | +10.2% |
| YTD | +31.5% | +48.6% | -17.2% | +0.5% |
| 1Y | +20.6% | +68.0% | -47.5% | -15.2% |
| All | +81.1% | +203.1% | -122.0% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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