-8.0%
PG vs ETHA
-27.9%
+20.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +1.7% |
| 7D | -0.8% | +3.5% | -4.3% | -0.7% |
| 30D | +0.8% | +35.3% | -34.5% | +1.6% |
| 3M | -1.3% | +50.9% | -52.2% | -0.3% |
| 6M | -3.8% | +22.1% | -25.9% | -3.1% |
| YTD | +3.6% | -14.6% | +18.2% | +3.8% |
| 1Y | -5.7% | -42.8% | +37.1% | -5.8% |
| All | -8.0% | -27.9% | +20.0% | -7.5% |
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