+4.4%
PEP vs ETN
+121.5%
-117.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.2% |
| 7D | +2.9% | +3.6% | -0.7% | +2.9% |
| 30D | +12.5% | -13.4% | +25.9% | +12.5% |
| 3M | +4.5% | -21.9% | +26.4% | +4.7% |
| 6M | -0.5% | -12.8% | +12.3% | -0.7% |
| YTD | +4.4% | +12.1% | -7.7% | +2.4% |
| 1Y | +4.4% | +0.8% | +3.5% | +3.0% |
| 3Y | -3.4% | +64.5% | -67.9% | -14.8% |
| All | +4.4% | +121.5% | -117.1% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling