+46.9%
PM vs ETHA
-31.0%
+77.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.7% | -4.2% | +1.6% |
| 7D | +4.3% | +2.1% | +2.1% | +4.3% |
| 30D | +11.5% | -10.7% | +22.2% | +11.5% |
| 3M | +13.0% | +29.0% | -15.9% | +12.5% |
| 6M | +25.9% | +2.7% | +23.2% | +26.7% |
| YTD | +34.0% | -18.7% | +52.6% | +36.0% |
| 1Y | +46.9% | -24.8% | +71.7% | +48.8% |
| All | +46.9% | -31.0% | +77.9% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling