+34.2%
ECHO vs PEG
-6.2%
+40.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.8% | -3.3% |
| 7D | +4.6% | +1.0% | +3.5% | +4.5% |
| 30D | +0.4% | +6.6% | -6.2% | -0.1% |
| 3M | +7.7% | -3.1% | +10.8% | +7.4% |
| 6M | -18.0% | -7.4% | -10.7% | -17.9% |
| YTD | -9.3% | -6.4% | -2.8% | -9.0% |
| 1Y | +34.2% | -7.4% | +41.7% | +35.4% |
| All | +34.2% | -6.2% | +40.4% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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