-27.0%
ETHA vs PFG
+47.8%
-74.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +2.4% |
| 7D | +3.5% | -0.4% | +3.9% | +3.8% |
| 30D | +35.3% | +2.9% | +32.4% | +31.8% |
| 3M | +50.9% | +6.7% | +44.2% | +41.9% |
| 6M | +22.1% | +33.8% | -11.7% | -6.7% |
| YTD | -14.6% | +35.0% | -49.5% | -35.8% |
| 1Y | -42.8% | +46.4% | -89.2% | -60.4% |
| All | -27.0% | +47.8% | -74.8% | -51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling