-29.3%
ETHA vs PEG
+2.7%
-32.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -2.4% | -0.9% | -1.5% | -1.9% |
| 30D | +30.9% | -2.8% | +33.6% | +32.7% |
| 3M | +51.1% | -6.9% | +58.1% | +56.7% |
| 6M | +20.5% | -11.4% | +31.9% | +28.6% |
| YTD | -17.3% | -7.4% | -9.9% | -14.5% |
| 1Y | -43.2% | -8.3% | -35.0% | -41.1% |
| All | -29.3% | +2.7% | -32.0% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling