+17.0%
PG vs ETHA
-31.0%
+48.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.7% | -2.5% | +3.6% |
| 7D | +5.7% | +2.1% | +3.6% | +5.8% |
| 30D | +15.4% | -10.7% | +26.1% | +14.7% |
| 3M | +13.8% | +29.0% | -15.2% | +15.6% |
| 6M | +18.3% | +2.7% | +15.6% | +19.0% |
| YTD | +20.1% | -18.7% | +38.8% | +18.6% |
| 1Y | +17.0% | -24.8% | +41.8% | +15.1% |
| All | +17.0% | -31.0% | +48.0% | +15.1% |
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