+412.3%
ECHO vs PEGA
+55.9%
+356.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +3.4% | +3.3% | +0.1% | +2.7% |
| 30D | +2.4% | +17.7% | -15.4% | -1.3% |
| 3M | -28.0% | +5.8% | -33.7% | -29.3% |
| 6M | -21.2% | -20.3% | -1.0% | -17.9% |
| YTD | -17.4% | -37.1% | +19.8% | -9.7% |
| 1Y | +33.6% | -30.2% | +63.8% | +42.1% |
| All | +412.3% | +55.9% | +356.3% | +344.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling