-24.8%
ETHA vs PFGC
+12.5%
-37.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +13.5% | -7.8% | +2.3% |
| 7D | +2.1% | +13.9% | -11.7% | -1.4% |
| 30D | -10.7% | +18.4% | -29.0% | -14.8% |
| 3M | +29.0% | -2.5% | +31.5% | +28.9% |
| 6M | +2.7% | +26.0% | -23.3% | -5.5% |
| YTD | -18.7% | +21.9% | -40.5% | -23.6% |
| 1Y | -24.8% | +13.4% | -38.2% | -29.5% |
| All | -24.8% | +12.5% | -37.3% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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