-28.7%
ETHA vs PEG
+4.3%
-32.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.7% |
| 7D | +2.7% | +1.0% | +1.7% | +2.1% |
| 30D | +29.4% | -1.9% | +31.2% | +30.5% |
| 3M | +47.2% | -3.7% | +50.8% | +49.5% |
| 6M | +25.4% | -9.4% | +34.8% | +32.0% |
| YTD | -16.5% | -6.0% | -10.5% | -14.4% |
| 1Y | -42.3% | -4.4% | -38.0% | -41.8% |
| All | -28.7% | +4.3% | -32.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling