+258.3%
ECHO vs PEGA
+1,064.7%
-806.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.5% | +8.7% | +5.9% |
| 7D | -2.4% | -4.5% | +2.1% | -1.5% |
| 30D | -3.1% | -5.7% | +2.5% | -2.3% |
| 3M | +8.7% | +2.7% | +6.1% | +7.3% |
| 6M | -24.8% | -10.5% | -14.2% | -24.3% |
| YTD | -13.0% | -45.4% | +32.5% | -3.7% |
| 1Y | +33.9% | -44.7% | +78.7% | +47.7% |
| 3Y | +791.8% | +45.7% | +746.1% | +672.3% |
| 5Y | +261.7% | -45.3% | +307.0% | +265.4% |
| 10Y | +157.3% | +102.6% | +54.7% | +92.1% |
| All | +258.3% | +1,064.7% | -806.4% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling