-27.0%
ETHA vs PPG
-13.2%
-13.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.0% |
| 7D | +3.5% | -6.2% | +9.7% | +7.6% |
| 30D | +35.3% | -7.9% | +43.3% | +42.1% |
| 3M | +50.9% | -10.2% | +61.1% | +60.1% |
| 6M | +22.1% | +2.7% | +19.5% | +17.0% |
| YTD | -14.6% | +4.9% | -19.5% | -22.2% |
| 1Y | -42.8% | -3.2% | -39.6% | -44.1% |
| All | -27.0% | -13.2% | -13.8% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 3y: compounded portfolio wealth divided by compounded PPG 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…
3y analysis · Full analysis span regression · 6 months rolling