+40.9%
ECHO vs PEGA
-46.7%
+87.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.2% |
| 7D | +9.1% | -4.6% | +13.7% | +9.6% |
| 30D | +7.2% | -6.8% | +14.0% | +7.7% |
| 3M | +6.1% | +2.6% | +3.5% | +4.6% |
| 6M | -24.2% | -5.4% | -18.8% | -24.0% |
| YTD | -9.7% | -46.0% | +36.3% | +11.0% |
| 1Y | +40.9% | -45.6% | +86.5% | +72.0% |
| All | +40.9% | -46.7% | +87.7% | +72.0% |
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