+134.5%
PWR vs ETHA
-30.2%
+164.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -0.2% | -2.4% | +2.2% | +0.2% |
| 30D | -7.7% | +30.9% | -38.6% | -12.2% |
| 3M | -4.9% | +51.1% | -56.1% | -12.0% |
| 6M | +9.7% | +20.5% | -10.8% | +5.3% |
| YTD | +46.7% | -17.3% | +63.9% | +48.6% |
| 1Y | +58.7% | -43.2% | +102.0% | +69.7% |
| All | +134.5% | -30.2% | +164.7% | +127.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling