+791.8%
ECHO vs PEGA
+43.6%
+748.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.5% | +8.7% | +5.9% |
| 7D | -2.4% | -4.5% | +2.1% | -1.6% |
| 30D | -3.1% | -5.7% | +2.5% | -2.4% |
| 3M | +8.7% | +2.7% | +6.1% | +7.2% |
| 6M | -24.8% | -10.5% | -14.2% | -24.1% |
| YTD | -13.0% | -45.4% | +32.5% | -3.1% |
| 1Y | +33.9% | -44.7% | +78.7% | +48.6% |
| 3Y | +791.8% | +45.7% | +746.1% | +674.0% |
| All | +791.8% | +43.6% | +748.2% | +674.0% |
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 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