-29.2%
ETHA vs PTC
-27.8%
-1.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.5% | +1.1% |
| 7D | +2.9% | -13.6% | +16.5% | +11.7% |
| 30D | +31.4% | -14.7% | +46.1% | +43.6% |
| 3M | +48.9% | -5.9% | +54.8% | +51.1% |
| 6M | +20.9% | -21.1% | +42.0% | +39.4% |
| YTD | -17.2% | -26.0% | +8.9% | +0.2% |
| 1Y | -42.8% | -36.8% | -6.0% | -20.5% |
| All | -29.2% | -27.8% | -1.4% | -19.3% |
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 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