-42.8%
ETHA vs PENG
+106.3%
-149.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.7% |
| 7D | +2.9% | +7.3% | -4.4% | +1.8% |
| 30D | +31.4% | -7.5% | +38.9% | +32.1% |
| 3M | +48.9% | -17.2% | +66.1% | +46.1% |
| 6M | +20.9% | +176.7% | -155.9% | -29.1% |
| YTD | -17.2% | +161.0% | -178.2% | -50.9% |
| 1Y | -42.8% | +108.8% | -151.6% | -64.6% |
| All | -42.8% | +106.3% | -149.1% | -64.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling