-29.3%
ETHA vs PPG
-13.5%
-15.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +1.1% |
| 7D | -2.4% | -5.1% | +2.7% | +0.7% |
| 30D | +30.9% | -9.6% | +40.5% | +38.9% |
| 3M | +51.1% | -6.4% | +57.6% | +56.1% |
| 6M | +20.5% | +0.5% | +20.0% | +17.2% |
| YTD | -17.3% | +4.4% | -21.7% | -24.4% |
| 1Y | -43.2% | -0.9% | -42.3% | -45.8% |
| All | -29.3% | -13.5% | -15.7% | -27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling