-24.8%
ETHA vs PTC
+0.1%
-24.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.6% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | -10.7% | +1.5% | -12.2% | -10.9% |
| 3M | +29.0% | +37.8% | -8.8% | +21.1% |
| 6M | +2.7% | +41.2% | -38.6% | -5.1% |
| YTD | -18.7% | +12.0% | -30.7% | -15.4% |
| 1Y | -24.8% | +1.6% | -26.5% | -17.3% |
| All | -24.8% | +0.1% | -24.9% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling