-5.3%
PG vs ETHA
-44.4%
+39.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.4% |
| 7D | +1.9% | +0.8% | +1.0% | +1.9% |
| 30D | -0.2% | +27.9% | -28.1% | +0.9% |
| 3M | +4.8% | +38.3% | -33.5% | +6.5% |
| 6M | -6.1% | +14.0% | -20.1% | -5.1% |
| YTD | +4.5% | -17.4% | +21.9% | +4.1% |
| 1Y | -5.3% | -42.7% | +37.4% | -5.9% |
| All | -5.3% | -44.4% | +39.1% | -5.9% |
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 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