+81.6%
PM vs ETHA
-29.6%
+111.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.2% |
| 7D | -1.3% | +2.7% | -4.0% | -1.2% |
| 30D | -2.6% | +29.4% | -31.9% | -2.1% |
| 3M | +5.8% | +47.2% | -41.4% | +6.5% |
| 6M | +10.6% | +25.4% | -14.8% | +11.3% |
| YTD | +17.2% | -16.5% | +33.7% | +17.0% |
| 1Y | +17.6% | -42.3% | +60.0% | +16.7% |
| All | +81.6% | -29.6% | +111.2% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling