-44.1%
ETHA vs PBF
+102.7%
-146.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.4% |
| 7D | -12.5% | +6.5% | -19.0% | -13.4% |
| 30D | -19.8% | -20.0% | +0.2% | -17.3% |
| 3M | +3.1% | -3.3% | +6.5% | +2.3% |
| 6M | -13.8% | +76.8% | -90.6% | -25.2% |
| YTD | -34.6% | +168.9% | -203.5% | -51.0% |
| 1Y | -38.7% | +96.4% | -135.1% | -49.9% |
| All | -44.1% | +102.7% | -146.8% | -61.2% |
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