+37.5%
PCAR vs ETHA
-30.3%
+67.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.5% |
| 7D | -0.5% | +0.8% | -1.3% | -0.6% |
| 30D | -6.2% | +27.9% | -34.1% | -9.1% |
| 3M | +5.9% | +38.3% | -32.4% | +1.3% |
| 6M | +0.4% | +14.0% | -13.6% | -2.0% |
| YTD | +14.8% | -17.4% | +32.3% | +16.0% |
| 1Y | +30.1% | -42.7% | +72.8% | +37.2% |
| All | +37.5% | -30.3% | +67.8% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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