+75.7%
PEP vs ETN
+699.0%
-623.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.2% |
| 7D | -1.4% | +3.0% | -4.4% | -1.8% |
| 30D | -0.2% | -10.9% | +10.7% | +1.5% |
| 3M | -4.3% | +9.2% | -13.5% | -6.5% |
| 6M | -13.2% | +13.9% | -27.1% | -16.4% |
| YTD | -1.9% | +29.5% | -31.4% | -8.1% |
| 1Y | -0.3% | +14.2% | -14.5% | -4.7% |
| 3Y | -13.6% | +79.9% | -93.5% | -29.1% |
| 5Y | +3.4% | +175.7% | -172.3% | -26.8% |
| All | +75.7% | +699.0% | -623.3% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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