-29.2%
ETHA vs PNR
-31.7%
+2.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | +0.4% |
| 7D | +2.9% | -3.9% | +6.8% | +5.5% |
| 30D | +31.4% | -13.8% | +45.2% | +43.9% |
| 3M | +48.9% | -22.5% | +71.4% | +71.2% |
| 6M | +20.9% | -37.2% | +58.0% | +64.3% |
| YTD | -17.2% | -44.2% | +27.1% | +24.3% |
| 1Y | -42.8% | -46.6% | +3.9% | -9.6% |
| All | -29.2% | -31.7% | +2.5% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling