+192.5%
ECHO vs PEG
+148.0%
+44.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +3.7% | -0.9% | +4.6% | +4.1% |
| 30D | +0.7% | -3.7% | +4.4% | +2.3% |
| 3M | -27.3% | -7.3% | -20.0% | -25.1% |
| 6M | -17.0% | -10.5% | -6.5% | -13.3% |
| YTD | -14.3% | -7.5% | -6.8% | -12.0% |
| 1Y | +20.9% | -8.7% | +29.6% | +24.5% |
| 3Y | +423.0% | +31.4% | +391.6% | +358.6% |
| 5Y | +265.7% | +37.8% | +227.9% | +210.1% |
| All | +192.5% | +148.0% | +44.5% | +120.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling