-0.7%
PFE vs ETN
+82.3%
-83.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -4.3% | +6.2% | -10.5% | -4.4% |
| 30D | +2.7% | -6.7% | +9.4% | +2.8% |
| 3M | +10.0% | +3.6% | +6.4% | +9.8% |
| 6M | +7.2% | +18.3% | -11.1% | +6.3% |
| YTD | +17.3% | +31.5% | -14.1% | +15.9% |
| 1Y | +20.3% | +20.6% | -0.3% | +19.1% |
| All | -0.7% | +82.3% | -83.1% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling