+12.0%
PFE vs ETHA
-30.3%
+42.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.9% |
| YTD | +20.2% | -17.4% | +37.6% | +20.5% |
| 1Y | +24.1% | -42.7% | +66.7% | +25.6% |
| All | +12.0% | -30.3% | +42.4% | +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 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