+3,344.9%
PEP vs ETN
+17,265.7%
-13,920.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.6% |
| 7D | +2.9% | +3.6% | -0.7% | +2.2% |
| 30D | +12.5% | -13.4% | +25.9% | +14.9% |
| 3M | +4.5% | -21.9% | +26.4% | +8.6% |
| 6M | -0.5% | -12.8% | +12.3% | +0.1% |
| YTD | +4.4% | +12.1% | -7.7% | -0.9% |
| 1Y | +4.4% | +0.8% | +3.5% | +1.1% |
| 3Y | -3.4% | +64.5% | -67.9% | -18.8% |
| 5Y | +5.2% | +121.7% | -116.6% | -18.7% |
| 10Y | +92.1% | +542.2% | -450.1% | +13.5% |
| All | +3,344.9% | +17,265.7% | -13,920.8% | +703.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling