+20.4%
PFE vs ETN
+15.1%
+5.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | -4.0% | +3.0% | -7.1% | -4.0% |
| 30D | +3.9% | -10.9% | +14.8% | +4.0% |
| 3M | +9.9% | +9.2% | +0.7% | +9.0% |
| 6M | +5.3% | +13.9% | -8.6% | +3.4% |
| YTD | +16.8% | +29.5% | -12.8% | +13.0% |
| 1Y | +20.4% | +14.2% | +6.2% | +16.9% |
| All | +20.4% | +15.1% | +5.4% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling