+34.2%
ECHO vs PEGA
-44.4%
+78.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +4.6% | -2.9% | +7.4% | +4.9% |
| 30D | +0.4% | -0.5% | +0.9% | +0.2% |
| 3M | +7.7% | +8.5% | -0.8% | +5.4% |
| 6M | -18.0% | -6.3% | -11.8% | -16.8% |
| YTD | -9.3% | -42.2% | +32.9% | +11.1% |
| 1Y | +34.2% | -43.4% | +77.7% | +63.9% |
| All | +34.2% | -44.4% | +78.7% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling