+97.2%
PM vs ETHA
-44.8%
+142.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.1% |
| 7D | +0.5% | -12.5% | +13.1% | +0.3% |
| 30D | -3.2% | -19.8% | +16.6% | -3.6% |
| 3M | +6.2% | +3.1% | +3.1% | +6.3% |
| 6M | +7.7% | -13.8% | +21.5% | +7.6% |
| YTD | +27.3% | -34.6% | +61.8% | +26.6% |
| 1Y | +32.8% | -38.7% | +71.5% | +32.0% |
| All | +97.2% | -44.8% | +142.1% | +103.3% |
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