-29.4%
ETHA vs PBF
+110.4%
-139.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.4% |
| 7D | +0.8% | +4.3% | -3.5% | +0.1% |
| 30D | +27.9% | +22.0% | +5.9% | +22.6% |
| 3M | +38.3% | +74.5% | -36.2% | +22.2% |
| 6M | +14.0% | +67.7% | -53.7% | -0.6% |
| YTD | -17.4% | +179.2% | -196.6% | -37.9% |
| 1Y | -42.7% | +170.0% | -212.7% | -57.6% |
| All | -29.4% | +110.4% | -139.9% | -50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling