-29.4%
ETHA vs PFGC
+48.5%
-77.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.3% |
| 7D | +0.8% | -2.2% | +3.0% | +2.3% |
| 30D | +27.9% | -11.9% | +39.8% | +38.6% |
| 3M | +38.3% | +5.0% | +33.3% | +30.9% |
| 6M | +14.0% | +8.6% | +5.4% | +4.6% |
| YTD | -17.4% | +9.7% | -27.1% | -26.2% |
| 1Y | -42.7% | -6.3% | -36.4% | -40.6% |
| All | -29.4% | +48.5% | -77.9% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling