-29.2%
ETHA vs PFG
+45.1%
-74.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | 0.0% |
| 7D | +2.9% | +3.2% | -0.3% | +0.2% |
| 30D | +31.4% | +0.9% | +30.5% | +30.0% |
| 3M | +48.9% | +7.7% | +41.2% | +38.7% |
| 6M | +20.9% | +29.0% | -8.1% | -4.7% |
| YTD | -17.2% | +32.5% | -49.6% | -36.7% |
| 1Y | -42.8% | +47.3% | -90.1% | -60.8% |
| All | -29.2% | +45.1% | -74.3% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling