+15.3%
PLD vs ETHA
-30.1%
+45.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.0% |
| 7D | -0.7% | +2.9% | -3.6% | -0.9% |
| 30D | -2.2% | +31.4% | -33.6% | -4.4% |
| 3M | -7.4% | +48.9% | -56.3% | -10.4% |
| 6M | +1.9% | +20.9% | -19.0% | 0.0% |
| YTD | +7.9% | -17.2% | +25.1% | +8.8% |
| 1Y | +25.1% | -42.8% | +67.9% | +29.8% |
| All | +15.3% | -30.1% | +45.5% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling