-40.9%
ETHA vs PR
+49.1%
-90.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.6% |
| 7D | -10.2% | -9.5% | -0.7% | -7.4% |
| 30D | -17.0% | -5.7% | -11.3% | -15.9% |
| 3M | +9.6% | +3.0% | +6.6% | +7.1% |
| 6M | -11.3% | +11.8% | -23.2% | -16.9% |
| YTD | -30.9% | +58.5% | -89.4% | -46.2% |
| 1Y | -42.6% | +69.9% | -112.4% | -57.0% |
| All | -40.9% | +49.1% | -90.1% | -54.6% |
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