+949.3%
ECHO vs PEG
+33.3%
+916.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | +3.6% | +1.5% | +2.2% | +3.0% |
| 30D | +7.5% | +5.0% | +2.5% | +5.1% |
| 3M | +16.2% | -0.3% | +16.5% | +16.1% |
| 6M | -20.9% | -2.7% | -18.2% | -20.5% |
| YTD | -6.0% | -5.1% | -0.9% | -4.7% |
| 1Y | +43.4% | -8.3% | +51.6% | +47.8% |
| All | +949.3% | +33.3% | +916.0% | +722.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling