-20.6%
PCG vs ETHA
-30.1%
+9.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.5% | -4.2% |
| 7D | +6.5% | +2.9% | +3.5% | +6.3% |
| 30D | -16.7% | +31.4% | -48.1% | -18.3% |
| 3M | -14.2% | +48.9% | -63.0% | -16.6% |
| 6M | -21.5% | +20.9% | -42.3% | -22.7% |
| YTD | -11.2% | -17.2% | +6.0% | -10.2% |
| 1Y | -4.2% | -42.8% | +38.6% | -0.4% |
| All | -20.6% | -30.1% | +9.5% | -21.1% |
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 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