-40.6%
ETHA vs PENG
+108.0%
-148.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +9.3% | -13.8% | -5.5% |
| 7D | -5.3% | -3.8% | -1.5% | -5.3% |
| 30D | -14.2% | -40.1% | +25.9% | -10.0% |
| 3M | +10.7% | -21.8% | +32.5% | +12.1% |
| 6M | -8.4% | +3.3% | -11.7% | -19.0% |
| YTD | -28.6% | +133.6% | -162.2% | -56.8% |
| All | -40.6% | +108.0% | -148.6% | -60.1% |
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