+142.2%
PWR vs ETHA
-29.6%
+171.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.3% | +2.2% |
| 7D | +4.5% | +2.7% | +1.8% | +4.0% |
| 30D | -4.9% | +29.4% | -34.3% | -9.3% |
| 3M | -7.9% | +47.2% | -55.0% | -14.3% |
| 6M | +18.3% | +25.4% | -7.0% | +12.9% |
| YTD | +51.5% | -16.5% | +68.0% | +53.3% |
| 1Y | +70.3% | -42.3% | +112.6% | +81.6% |
| All | +142.2% | -29.6% | +171.8% | +134.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling