+240.0%
ECHO vs PEG
+205.7%
+34.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | +3.4% | +0.7% | +2.7% | +3.1% |
| 30D | +2.4% | -2.4% | +4.8% | +3.4% |
| 3M | -28.0% | -4.8% | -23.2% | -26.7% |
| 6M | -21.2% | -10.7% | -10.6% | -17.9% |
| YTD | -17.4% | -6.7% | -10.7% | -15.6% |
| 1Y | +33.6% | -6.8% | +40.4% | +36.0% |
| 3Y | +419.7% | +34.5% | +385.2% | +355.8% |
| 5Y | +241.7% | +35.8% | +205.9% | +195.1% |
| 10Y | +180.8% | +141.7% | +39.0% | +88.9% |
| All | +240.0% | +205.7% | +34.3% | +68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling