-24.8%
ETHA vs PNR
-31.2%
+6.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.3% | +2.4% | +5.3% |
| 7D | +2.1% | +11.9% | -9.8% | +0.8% |
| 30D | -10.7% | +37.1% | -47.8% | -14.0% |
| 3M | +29.0% | +5.7% | +23.3% | +28.5% |
| 6M | +2.7% | -5.7% | +8.4% | +4.1% |
| YTD | -18.7% | -29.8% | +11.2% | -10.8% |
| 1Y | -24.8% | -31.8% | +6.9% | -15.3% |
| All | -24.8% | -31.2% | +6.3% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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