-28.7%
ETHA vs PTC
-25.3%
-3.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +4.3% |
| 7D | +2.7% | -12.8% | +15.5% | +10.9% |
| 30D | +29.4% | -9.8% | +39.2% | +36.9% |
| 3M | +47.2% | -2.1% | +49.2% | +45.9% |
| 6M | +25.4% | -18.1% | +43.5% | +41.4% |
| YTD | -16.5% | -23.5% | +7.0% | -1.0% |
| 1Y | -42.3% | -37.4% | -5.0% | -18.7% |
| All | -28.7% | -25.3% | -3.3% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling