-42.8%
ETHA vs PFG
+49.5%
-92.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +2.7% |
| 7D | +3.5% | -0.4% | +3.9% | +3.7% |
| 30D | +35.3% | +2.9% | +32.4% | +33.1% |
| 3M | +50.9% | +6.7% | +44.2% | +44.8% |
| 6M | +22.1% | +33.8% | -11.7% | +0.7% |
| YTD | -14.6% | +35.0% | -49.5% | -30.1% |
| 1Y | -42.8% | +46.4% | -89.2% | -55.0% |
| All | -42.8% | +49.5% | -92.3% | -55.0% |
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