+30.0%
PPL vs ETHA
-30.3%
+60.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | 0.0% |
| 7D | +2.7% | +0.8% | +1.8% | +2.7% |
| 30D | +0.5% | +27.9% | -27.4% | +0.3% |
| 3M | +0.7% | +38.3% | -37.7% | +0.4% |
| 6M | -7.6% | +14.0% | -21.6% | -7.7% |
| YTD | +1.8% | -17.4% | +19.3% | +2.0% |
| 1Y | -0.8% | -42.7% | +41.9% | -0.4% |
| All | +30.0% | -30.3% | +60.3% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling