+11.4%
PLD vs ETHA
-41.0%
+52.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | -1.0% | -14.0% | +13.0% | +0.2% |
| 30D | -1.8% | -17.4% | +15.5% | -0.4% |
| 3M | -6.0% | +10.6% | -16.7% | -7.0% |
| 6M | -8.4% | -11.2% | +2.9% | -7.9% |
| YTD | +4.2% | -30.1% | +34.3% | +6.4% |
| 1Y | +6.2% | -39.6% | +45.9% | +9.6% |
| All | +11.4% | -41.0% | +52.4% | +8.6% |
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