-24.8%
ETHA vs PFG
+46.8%
-71.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.1% | +1.6% | +3.8% |
| 7D | +2.1% | +4.9% | -2.8% | 0.0% |
| 30D | -10.7% | +5.7% | -16.3% | -12.9% |
| 3M | +29.0% | +2.6% | +26.4% | +27.3% |
| 6M | +2.7% | +19.8% | -17.1% | -7.3% |
| YTD | -18.7% | +36.3% | -54.9% | -31.3% |
| 1Y | -24.8% | +47.9% | -72.7% | -39.4% |
| All | -24.8% | +46.8% | -71.7% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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