-25.6%
PCG vs ETHA
-44.8%
+19.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +2.4% |
| 7D | +2.2% | -12.5% | +14.7% | +3.0% |
| 30D | +0.8% | -19.8% | +20.6% | +2.1% |
| 3M | -23.8% | +3.1% | -26.9% | -24.2% |
| 6M | -19.6% | -13.8% | -5.8% | -19.0% |
| YTD | -16.7% | -34.6% | +17.9% | -14.7% |
| 1Y | -19.4% | -38.7% | +19.3% | -17.1% |
| All | -25.6% | -44.8% | +19.2% | -25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling