+16.8%
PLD vs ETHA
-30.3%
+47.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.5% |
| 7D | -2.4% | +0.8% | -3.2% | -2.5% |
| 30D | -2.4% | +27.9% | -30.3% | -4.4% |
| 3M | -3.8% | +38.3% | -42.1% | -6.5% |
| 6M | 0.0% | +14.0% | -13.9% | -1.4% |
| YTD | +9.2% | -17.4% | +26.7% | +10.1% |
| 1Y | +25.9% | -42.7% | +68.6% | +30.6% |
| All | +16.8% | -30.3% | +47.1% | +12.4% |
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