-10.5%
PEP vs ETHA
-30.2%
+19.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.4% | -2.4% | +1.1% | -1.4% |
| 30D | -0.2% | +30.9% | -31.1% | -0.2% |
| 3M | -4.3% | +51.1% | -55.4% | -4.3% |
| 6M | -13.2% | +20.5% | -33.7% | -13.2% |
| YTD | -1.9% | -17.3% | +15.4% | -1.8% |
| 1Y | -0.3% | -43.2% | +42.9% | +0.1% |
| All | -10.5% | -30.2% | +19.7% | -10.9% |
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