+146.5%
PWR vs ETHA
-27.9%
+174.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.2% | +1.9% | +4.6% |
| 7D | +4.2% | +3.5% | +0.7% | +3.6% |
| 30D | -4.0% | +35.3% | -39.4% | -9.2% |
| 3M | -4.8% | +50.9% | -55.6% | -11.8% |
| 6M | +14.6% | +22.1% | -7.5% | +9.8% |
| YTD | +54.2% | -14.6% | +68.8% | +55.4% |
| 1Y | +67.1% | -42.8% | +109.9% | +78.4% |
| All | +146.5% | -27.9% | +174.5% | +137.5% |
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