+33.3%
PPL vs ETHA
-39.8%
+73.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | -0.3% |
| 7D | -1.2% | -5.3% | +4.1% | -1.2% |
| 30D | +4.2% | -14.2% | +18.4% | +4.3% |
| 3M | +1.5% | +10.7% | -9.2% | +1.4% |
| 6M | +1.0% | -8.4% | +9.4% | +1.2% |
| YTD | +4.4% | -28.6% | +33.0% | +4.6% |
| 1Y | +0.8% | -38.8% | +39.6% | +1.1% |
| All | +33.3% | -39.8% | +73.0% | +34.6% |
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