-29.4%
ETHA vs PCOR
-17.9%
-11.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.6% | -0.7% |
| 7D | +0.8% | -9.0% | +9.8% | +5.3% |
| 30D | +27.9% | +4.2% | +23.7% | +25.2% |
| 3M | +38.3% | +14.4% | +23.9% | +28.7% |
| 6M | +14.0% | +0.2% | +13.8% | +10.4% |
| YTD | -17.4% | -20.3% | +2.8% | -9.0% |
| 1Y | -42.7% | -16.1% | -26.5% | -39.1% |
| All | -29.4% | -17.9% | -11.5% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling