+94.6%
PM vs ETHA
-41.0%
+135.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.1% |
| 7D | -7.1% | -14.0% | +7.0% | -7.3% |
| 30D | -2.8% | -17.4% | +14.6% | -3.1% |
| 3M | +6.3% | +10.6% | -4.3% | +6.5% |
| 6M | +9.6% | -11.2% | +20.9% | +9.7% |
| YTD | +25.6% | -30.1% | +55.7% | +25.1% |
| 1Y | +29.7% | -39.6% | +69.3% | +28.8% |
| All | +94.6% | -41.0% | +135.7% | +100.8% |
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 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