+271.6%
ECHO vs PEG
+213.1%
+58.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.3% |
| 7D | +9.1% | +2.3% | +6.8% | +8.2% |
| 30D | +7.2% | +6.1% | +1.0% | +4.5% |
| 3M | +6.1% | -0.5% | +6.6% | +6.1% |
| 6M | -24.2% | -3.2% | -21.0% | -23.6% |
| YTD | -9.7% | -4.4% | -5.3% | -8.8% |
| 1Y | +40.9% | -7.4% | +48.3% | +44.1% |
| 3Y | +883.3% | +33.9% | +849.3% | +761.3% |
| 5Y | +224.2% | +42.3% | +181.9% | +174.7% |
| 10Y | +141.3% | +166.4% | -25.1% | +56.5% |
| All | +271.6% | +213.1% | +58.5% | +82.5% |
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