-28.7%
ETHA vs PCOR
-20.5%
-8.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.2% | +2.5% |
| 7D | +2.7% | -6.9% | +9.6% | +6.1% |
| 30D | +29.4% | -1.5% | +30.9% | +29.9% |
| 3M | +47.2% | +18.5% | +28.7% | +34.2% |
| 6M | +25.4% | -4.7% | +30.1% | +24.6% |
| YTD | -16.5% | -22.8% | +6.2% | -6.7% |
| 1Y | -42.3% | -20.7% | -21.6% | -36.9% |
| All | -28.7% | -20.5% | -8.1% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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