-24.8%
ETHA vs PBF
+120.1%
-144.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -6.7% | +12.4% | +5.7% |
| 7D | +2.1% | -0.9% | +3.0% | +2.1% |
| 30D | -10.7% | -13.7% | +3.0% | -10.6% |
| 3M | +29.0% | +10.6% | +18.3% | +27.8% |
| 6M | +2.7% | +61.2% | -58.5% | -0.5% |
| YTD | -18.7% | +172.7% | -191.4% | -29.4% |
| 1Y | -24.8% | +111.0% | -135.9% | -31.4% |
| All | -24.8% | +120.1% | -144.9% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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