+116.1%
PG vs ETN
+730.7%
-614.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | +1.0% |
| 7D | -0.8% | +3.5% | -4.3% | -1.3% |
| 30D | +0.8% | -7.5% | +8.3% | +1.9% |
| 3M | -1.3% | +8.3% | -9.7% | -3.2% |
| 6M | -3.8% | +20.2% | -24.0% | -7.7% |
| YTD | +3.6% | +34.7% | -31.0% | -2.7% |
| 1Y | -5.7% | +19.4% | -25.2% | -10.0% |
| 3Y | +1.6% | +85.5% | -83.9% | -15.3% |
| 5Y | +14.6% | +186.6% | -172.0% | -16.6% |
| All | +116.1% | +730.7% | -614.5% | +23.8% |
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