+19.6%
PCAR vs ETHA
-41.0%
+60.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.3% |
| 7D | +2.2% | -14.0% | +16.2% | +4.0% |
| 30D | +0.3% | -17.4% | +17.7% | +2.6% |
| 3M | -17.9% | +10.6% | -28.5% | -19.3% |
| 6M | -3.4% | -11.2% | +7.8% | -2.8% |
| YTD | -0.1% | -30.1% | +30.0% | +2.7% |
| 1Y | +13.4% | -39.6% | +53.1% | +18.6% |
| All | +19.6% | -41.0% | +60.6% | +15.1% |
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