+31.4%
PPL vs ETHA
-42.9%
+74.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.5% |
| 7D | -2.2% | -10.3% | +8.1% | -2.1% |
| 30D | +1.7% | -19.7% | +21.3% | +1.8% |
| 3M | +0.1% | +7.2% | -7.1% | 0.0% |
| 6M | -1.5% | -11.9% | +10.4% | -1.4% |
| YTD | +3.0% | -32.3% | +35.3% | +3.2% |
| 1Y | -1.4% | -41.1% | +39.7% | -1.1% |
| All | +31.4% | -42.9% | +74.4% | +32.8% |
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 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