-29.2%
ETHA vs PSA
+4.8%
-34.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.3% |
| 7D | +2.9% | -2.2% | +5.2% | +4.0% |
| 30D | +31.4% | -9.6% | +41.0% | +37.1% |
| 3M | +48.9% | -7.9% | +56.8% | +53.6% |
| 6M | +20.9% | -2.0% | +22.9% | +20.1% |
| YTD | -17.2% | +15.7% | -32.9% | -24.7% |
| 1Y | -42.8% | +5.8% | -48.6% | -45.5% |
| All | -29.2% | +4.8% | -34.0% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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