+29.9%
PPL vs ETHA
-29.6%
+59.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | +1.8% | +2.7% | -0.9% | +1.8% |
| 30D | -1.1% | +29.4% | -30.4% | -1.3% |
| 3M | 0.0% | +47.2% | -47.1% | -0.3% |
| 6M | -7.6% | +25.4% | -33.0% | -7.7% |
| YTD | +1.7% | -16.5% | +18.3% | +1.9% |
| 1Y | +1.5% | -42.3% | +43.9% | +1.9% |
| All | +29.9% | -29.6% | +59.5% | +31.1% |
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