+9.4%
PFE vs ETHA
-29.6%
+39.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.4% |
| 7D | -2.7% | +2.7% | -5.3% | -2.7% |
| 30D | +3.8% | +29.4% | -25.5% | +3.0% |
| 3M | +10.4% | +47.2% | -36.8% | +9.1% |
| 6M | +6.3% | +25.4% | -19.1% | +5.4% |
| YTD | +17.4% | -16.5% | +33.9% | +17.7% |
| 1Y | +21.1% | -42.3% | +63.5% | +22.6% |
| All | +9.4% | -29.6% | +39.0% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling