+24.1%
PFE vs ETHA
-44.4%
+68.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.2% |
| 7D | +1.8% | +0.8% | +0.9% | +1.7% |
| 30D | +10.2% | +27.9% | -17.7% | +9.4% |
| 3M | +12.7% | +38.3% | -25.6% | +11.5% |
| 6M | +10.5% | +14.0% | -3.4% | +10.0% |
| YTD | +20.2% | -17.4% | +37.6% | +21.1% |
| 1Y | +24.1% | -42.7% | +66.7% | +28.0% |
| All | +24.1% | -44.4% | +68.4% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling