-29.2%
ETHA vs PBF
+116.6%
-145.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +2.9% | +1.4% | +1.6% | +2.7% |
| 30D | +31.4% | +15.8% | +15.6% | +27.4% |
| 3M | +48.9% | +90.3% | -41.4% | +29.2% |
| 6M | +20.9% | +102.8% | -81.9% | +0.5% |
| YTD | -17.2% | +187.3% | -204.5% | -38.0% |
| 1Y | -42.8% | +161.8% | -204.6% | -57.0% |
| All | -29.2% | +116.6% | -145.8% | -50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling