-29.4%
ETHA vs PENG
+116.9%
-146.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.4% | -9.1% | -4.3% |
| 7D | +0.8% | +4.5% | -3.7% | -0.4% |
| 30D | +27.9% | -7.1% | +35.0% | +29.2% |
| 3M | +38.3% | -27.3% | +65.6% | +43.1% |
| 6M | +14.0% | +169.6% | -155.6% | -37.1% |
| YTD | -17.4% | +164.6% | -182.1% | -54.6% |
| 1Y | -42.7% | +109.5% | -152.1% | -65.0% |
| All | -29.4% | +116.9% | -146.4% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling