-27.0%
ETHA vs PNC
+48.1%
-75.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +2.8% |
| 7D | +3.5% | -0.6% | +4.0% | +3.9% |
| 30D | +35.3% | -4.4% | +39.7% | +40.0% |
| 3M | +50.9% | +5.2% | +45.6% | +41.9% |
| 6M | +22.1% | +20.6% | +1.5% | -1.2% |
| YTD | -14.6% | +19.8% | -34.3% | -31.1% |
| 1Y | -42.8% | +24.4% | -67.2% | -55.9% |
| All | -27.0% | +48.1% | -75.1% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 5y: compounded portfolio wealth divided by compounded PNC 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…
5y analysis · Full analysis span regression · 6 months rolling