+32.4%
PWR vs ETHA
-31.0%
+63.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +5.7% | -17.4% | -12.7% |
| 7D | -4.4% | +2.1% | -6.5% | -4.8% |
| 30D | -15.1% | -10.7% | -4.4% | -13.3% |
| 3M | -16.2% | +29.0% | -45.2% | -20.5% |
| 6M | -23.3% | +2.7% | -26.0% | -23.9% |
| YTD | +37.6% | -18.7% | +56.3% | +41.1% |
| 1Y | +32.4% | -24.8% | +57.3% | +38.0% |
| All | +32.4% | -31.0% | +63.4% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling