+9.5%
PGR vs ETHA
-27.9%
+37.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.6% | +0.7% |
| 7D | -0.6% | +3.5% | -4.1% | -0.5% |
| 30D | +4.9% | +35.3% | -30.4% | +5.6% |
| 3M | +7.6% | +50.9% | -43.2% | +8.5% |
| 6M | +8.3% | +22.1% | -13.9% | +8.9% |
| YTD | +1.7% | -14.6% | +16.3% | +2.4% |
| 1Y | -6.8% | -42.8% | +35.9% | -6.2% |
| All | +9.5% | -27.9% | +37.5% | +11.4% |
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