+32.5%
PFE vs ETN
+699.0%
-666.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -4.0% | +3.0% | -7.1% | -4.6% |
| 30D | +3.9% | -10.9% | +14.8% | +6.1% |
| 3M | +9.9% | +9.2% | +0.7% | +6.9% |
| 6M | +5.3% | +13.9% | -8.6% | +0.8% |
| YTD | +16.8% | +29.5% | -12.8% | +8.4% |
| 1Y | +20.4% | +14.2% | +6.2% | +14.6% |
| 3Y | -2.1% | +79.9% | -82.0% | -21.0% |
| 5Y | -21.0% | +175.7% | -196.6% | -45.6% |
| All | +32.5% | +699.0% | -666.5% | -40.9% |
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