-42.7%
ETHA vs PFG
+51.4%
-94.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -1.8% |
| 7D | +0.8% | +5.5% | -4.7% | -2.1% |
| 30D | +27.9% | +2.4% | +25.5% | +26.2% |
| 3M | +38.3% | +13.6% | +24.7% | +27.6% |
| 6M | +14.0% | +27.9% | -13.9% | -3.3% |
| YTD | -17.4% | +35.6% | -53.0% | -32.4% |
| 1Y | -42.7% | +48.5% | -91.1% | -55.1% |
| All | -42.7% | +51.4% | -94.0% | -55.1% |
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