-9.3%
PEP vs ETHA
-29.6%
+20.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.6% |
| 7D | +0.1% | +2.7% | -2.6% | +0.1% |
| 30D | +0.7% | +29.4% | -28.7% | +0.7% |
| 3M | -0.5% | +47.2% | -47.7% | -0.5% |
| 6M | -11.3% | +25.4% | -36.7% | -11.3% |
| YTD | -0.6% | -16.5% | +15.9% | -0.5% |
| 1Y | +1.7% | -42.3% | +44.0% | +2.1% |
| All | -9.3% | -29.6% | +20.3% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling