-25.7%
PCG vs ETHA
-41.7%
+16.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +0.9% |
| 7D | -0.5% | -10.2% | +9.8% | +0.2% |
| 30D | +0.8% | -17.0% | +17.7% | +1.9% |
| 3M | -22.0% | +9.6% | -31.6% | -22.7% |
| 6M | -17.1% | -11.3% | -5.7% | -16.6% |
| YTD | -16.9% | -30.9% | +14.1% | -15.1% |
| 1Y | -19.1% | -42.6% | +23.5% | -16.2% |
| All | -25.7% | -41.7% | +16.0% | -25.4% |
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