+33.7%
PPL vs ETHA
-36.9%
+70.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +5.4% | -13.4% | +18.8% | +5.5% |
| 3M | +4.3% | +16.5% | -12.2% | +4.1% |
| 6M | -1.3% | -5.3% | +4.0% | -1.2% |
| YTD | +4.7% | -25.2% | +29.9% | +4.9% |
| 1Y | +1.3% | -32.9% | +34.2% | +1.5% |
| All | +33.7% | -36.9% | +70.6% | +34.9% |
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