+278.6%
ECHO vs PEG
+217.6%
+61.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.3% |
| 7D | +5.7% | +4.5% | +1.2% | +3.9% |
| 30D | +13.8% | +7.5% | +6.3% | +10.4% |
| 3M | +9.1% | +0.8% | +8.2% | +8.5% |
| 6M | -24.9% | 0.0% | -25.0% | -25.4% |
| YTD | -8.0% | -3.0% | -5.0% | -7.6% |
| 1Y | +42.9% | -4.7% | +47.6% | +44.4% |
| 3Y | +926.7% | +36.5% | +890.2% | +792.6% |
| 5Y | +230.4% | +44.4% | +186.0% | +178.3% |
| 10Y | +145.9% | +170.2% | -24.3% | +58.6% |
| All | +278.6% | +217.6% | +61.0% | +84.9% |
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