-29.3%
ETHA vs PBF
+118.2%
-147.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.2% |
| 7D | -2.4% | +2.3% | -4.7% | -2.8% |
| 30D | +30.9% | +11.6% | +19.3% | +27.8% |
| 3M | +51.1% | +81.7% | -30.6% | +32.6% |
| 6M | +20.5% | +96.4% | -75.9% | +1.2% |
| YTD | -17.3% | +189.5% | -206.7% | -38.2% |
| 1Y | -43.2% | +180.7% | -224.0% | -58.2% |
| All | -29.3% | +118.2% | -147.5% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling