+259.3%
ECHO vs PEGA
-47.9%
+307.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.2% | +8.2% | +4.8% |
| 7D | +8.6% | -2.4% | +11.0% | +9.0% |
| 30D | +3.8% | +9.6% | -5.9% | +1.8% |
| 3M | -19.9% | +2.3% | -22.2% | -20.8% |
| 6M | -12.1% | -23.9% | +11.8% | -8.4% |
| YTD | -14.1% | -39.8% | +25.7% | -6.9% |
| 1Y | +15.9% | -37.4% | +53.3% | +24.1% |
| 3Y | +417.8% | +53.1% | +364.7% | +365.0% |
| 5Y | +259.3% | -47.2% | +306.5% | +263.7% |
| All | +259.3% | -47.9% | +307.3% | +263.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling