-42.7%
ETHA vs PBR
+70.4%
-113.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.3% |
| 7D | +0.8% | +8.6% | -7.8% | -0.8% |
| 30D | +27.9% | +12.8% | +15.1% | +24.9% |
| 3M | +38.3% | +14.7% | +23.6% | +34.0% |
| 6M | +14.0% | +25.2% | -11.2% | 0.0% |
| YTD | -17.4% | +77.1% | -94.6% | -40.5% |
| 1Y | -42.7% | +69.6% | -112.2% | -58.9% |
| All | -42.7% | +70.4% | -113.1% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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