+3,179.4%
PEP vs ETN
+20,604.7%
-17,425.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.1% |
| 7D | +0.1% | +8.0% | -7.9% | -1.4% |
| 30D | +0.7% | -5.9% | +6.6% | +1.7% |
| 3M | -0.5% | +5.0% | -5.5% | -2.5% |
| 6M | -11.3% | +22.4% | -33.7% | -16.2% |
| YTD | -0.6% | +33.6% | -34.2% | -8.0% |
| 1Y | +1.7% | +22.1% | -20.5% | -4.6% |
| 3Y | -12.5% | +85.6% | -98.1% | -27.5% |
| 5Y | +3.9% | +179.2% | -175.4% | -22.7% |
| 10Y | +76.6% | +687.3% | -610.7% | +0.9% |
| All | +3,179.4% | +20,604.7% | -17,425.3% | +645.6% |
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