-24.8%
ECHO vs PEGA
-12.0%
-12.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.5% | +8.7% | +5.0% |
| 7D | -2.4% | -4.5% | +2.1% | -2.6% |
| 30D | -3.1% | -5.7% | +2.5% | -3.6% |
| 3M | +8.7% | +2.7% | +6.1% | +8.0% |
| 6M | -24.8% | -10.5% | -14.2% | -23.8% |
| All | -24.8% | -12.0% | -12.7% | -23.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling