-28.7%
ETHA vs PR
+61.3%
-90.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.6% |
| 7D | +2.7% | -0.6% | +3.3% | +2.9% |
| 30D | +29.4% | +17.4% | +12.0% | +21.9% |
| 3M | +47.2% | +21.8% | +25.4% | +35.5% |
| 6M | +25.4% | +27.6% | -2.2% | +11.0% |
| YTD | -16.5% | +71.4% | -88.0% | -36.0% |
| 1Y | -42.3% | +78.3% | -120.7% | -57.0% |
| All | -28.7% | +61.3% | -90.0% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling