-42.1%
ETHA vs PTC
+10.0%
-52.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | -10.3% | +0.8% | -11.1% | -10.6% |
| 30D | -19.7% | +1.2% | -20.8% | -20.0% |
| 3M | +7.2% | +32.6% | -25.4% | -6.9% |
| 6M | -11.9% | +36.1% | -48.0% | -25.6% |
| YTD | -32.3% | +12.7% | -45.0% | -34.2% |
| 1Y | -41.1% | +10.2% | -51.3% | -41.6% |
| All | -42.1% | +10.0% | -52.1% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling