+3,973.2%
PG vs ETN
+20,763.6%
-16,790.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | +0.8% |
| 7D | -0.8% | +3.5% | -4.3% | -1.5% |
| 30D | +0.8% | -7.5% | +8.3% | +2.3% |
| 3M | -1.3% | +8.3% | -9.7% | -3.8% |
| 6M | -3.8% | +20.2% | -24.0% | -8.8% |
| YTD | +3.6% | +34.7% | -31.0% | -4.4% |
| 1Y | -5.7% | +19.4% | -25.2% | -11.2% |
| 3Y | +1.6% | +85.5% | -83.9% | -16.2% |
| 5Y | +14.6% | +186.6% | -172.0% | -16.0% |
| 10Y | +121.2% | +724.7% | -603.5% | +22.1% |
| All | +3,973.2% | +20,763.6% | -16,790.4% | +848.6% |
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