+82.5%
PM vs ETHA
-30.1%
+112.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.5% |
| 7D | -1.2% | +2.9% | -4.1% | -1.1% |
| 30D | -0.2% | +31.4% | -31.6% | +0.3% |
| 3M | +4.9% | +48.9% | -44.0% | +5.6% |
| 6M | +9.0% | +20.9% | -11.8% | +9.7% |
| YTD | +17.8% | -17.2% | +34.9% | +17.7% |
| 1Y | +16.8% | -42.8% | +59.6% | +15.9% |
| All | +82.5% | -30.1% | +112.7% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling