+42.9%
ECHO vs PENG
+130.4%
-87.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.5% | +7.4% | +2.9% |
| 7D | +5.7% | +13.2% | -7.5% | +3.1% |
| 30D | +13.8% | -29.9% | +43.7% | +19.1% |
| 3M | +9.1% | -22.2% | +31.3% | +11.7% |
| 6M | -24.9% | -1.9% | -23.1% | -27.7% |
| YTD | -8.0% | +142.1% | -150.1% | -30.8% |
| 1Y | +42.9% | +151.5% | -108.6% | +8.1% |
| All | +42.9% | +130.4% | -87.5% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling