-39.6%
ETHA vs PENG
+120.3%
-159.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.3% | -9.1% | +0.1% |
| 7D | -14.0% | +1.9% | -15.9% | -14.4% |
| 30D | -17.4% | -37.8% | +20.4% | -13.9% |
| 3M | +10.6% | -14.1% | +24.7% | +10.8% |
| 6M | -11.2% | +13.1% | -24.3% | -22.4% |
| YTD | -30.1% | +151.8% | -181.9% | -58.1% |
| 1Y | -39.6% | +136.0% | -175.6% | -61.9% |
| All | -39.6% | +120.3% | -159.9% | -61.9% |
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