+3,280.0%
PFE vs ETN
+20,051.4%
-16,771.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -2.1% |
| 7D | +1.8% | +2.0% | -0.3% | +1.2% |
| 30D | +10.2% | -7.9% | +18.1% | +12.3% |
| 3M | +12.7% | -1.6% | +14.3% | +11.8% |
| 6M | +10.5% | +16.9% | -6.3% | +4.3% |
| YTD | +20.2% | +30.1% | -9.9% | +9.9% |
| 1Y | +24.1% | +19.3% | +4.8% | +15.6% |
| 3Y | -3.6% | +82.5% | -86.1% | -23.0% |
| 5Y | -20.9% | +166.8% | -187.7% | -44.4% |
| 10Y | +35.8% | +649.7% | -613.9% | -31.6% |
| All | +3,280.0% | +20,051.4% | -16,771.5% | +580.3% |
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