-38.9%
ETHA vs PENG
+91.5%
-130.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +9.3% | -13.8% | -6.6% |
| 7D | -5.3% | -3.8% | -1.5% | -5.6% |
| 30D | -14.2% | -40.1% | +25.9% | -4.9% |
| 3M | +10.7% | -21.8% | +32.5% | +12.9% |
| 6M | -8.4% | +3.3% | -11.7% | -23.6% |
| YTD | -28.6% | +133.6% | -162.2% | -60.9% |
| 1Y | -38.8% | +110.7% | -149.5% | -64.7% |
| All | -38.9% | +91.5% | -130.5% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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