-14.9%
PEP vs ETN
+82.3%
-97.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -1.4% |
| 7D | -1.7% | +6.2% | -7.9% | -1.3% |
| 30D | +0.3% | -6.7% | +7.0% | -0.1% |
| 3M | -3.2% | +3.6% | -6.9% | -2.8% |
| 6M | -13.6% | +18.3% | -31.9% | -12.8% |
| YTD | -1.9% | +31.5% | -33.3% | -0.5% |
| 1Y | -0.6% | +20.6% | -21.2% | +0.3% |
| All | -14.9% | +82.3% | -97.2% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling