-20.0%
PCG vs ETHA
-30.3%
+10.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.1% | +2.6% |
| 7D | -13.9% | +0.8% | -14.7% | -13.9% |
| 30D | -16.9% | +27.9% | -44.8% | -18.3% |
| 3M | -14.7% | +38.3% | -53.0% | -16.8% |
| 6M | -23.8% | +14.0% | -37.8% | -24.7% |
| YTD | -10.5% | -17.4% | +6.9% | -9.5% |
| 1Y | -5.1% | -42.7% | +37.6% | -1.4% |
| All | -20.0% | -30.3% | +10.3% | -20.5% |
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