-27.0%
ETHA vs PEG
+2.6%
-29.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.4% | +3.3% |
| 7D | +3.5% | -0.9% | +4.3% | +3.9% |
| 30D | +35.3% | -3.7% | +39.0% | +37.9% |
| 3M | +50.9% | -7.3% | +58.1% | +56.7% |
| 6M | +22.1% | -10.5% | +32.6% | +29.3% |
| YTD | -14.6% | -7.5% | -7.1% | -11.7% |
| 1Y | -42.8% | -8.7% | -34.1% | -40.4% |
| All | -27.0% | +2.6% | -29.6% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling