+30.9%
PM vs ETHA
-43.8%
+74.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.2% |
| 7D | -2.4% | -10.3% | +7.9% | -2.4% |
| 30D | -1.3% | -19.7% | +18.3% | -1.3% |
| 3M | +6.5% | +7.2% | -0.7% | +6.2% |
| 6M | +7.0% | -11.9% | +18.9% | +7.6% |
| YTD | +25.8% | -32.3% | +58.1% | +27.6% |
| 1Y | +30.9% | -41.1% | +72.0% | +32.1% |
| All | +30.9% | -43.8% | +74.6% | +32.1% |
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