-27.0%
ETHA vs PFGC
+41.5%
-68.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.7% | +3.5% |
| 7D | +3.5% | -4.8% | +8.2% | +6.8% |
| 30D | +35.3% | -12.5% | +47.9% | +47.5% |
| 3M | +50.9% | -9.7% | +60.6% | +59.5% |
| 6M | +22.1% | +7.0% | +15.1% | +12.5% |
| YTD | -14.6% | +4.5% | -19.0% | -21.2% |
| 1Y | -42.8% | -11.6% | -31.2% | -38.2% |
| All | -27.0% | +41.5% | -68.4% | -49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling