+20.5%
ETHA vs PBR
+24.5%
-4.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | +0.1% |
| 7D | -2.4% | +4.2% | -6.7% | -2.1% |
| 30D | +30.9% | +22.7% | +8.1% | +33.0% |
| 3M | +51.1% | +21.5% | +29.6% | +52.3% |
| 6M | +20.5% | +24.0% | -3.5% | +21.9% |
| All | +20.5% | +24.5% | -4.0% | +21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling