+791.8%
ECHO vs PENG
+184.4%
+607.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -13.5% | +9.4% | -1.4% |
| 7D | -2.4% | -19.4% | +17.1% | +1.4% |
| 30D | -3.1% | -42.4% | +39.2% | +6.7% |
| 3M | +8.7% | -25.6% | +34.4% | +13.4% |
| 6M | -24.8% | +7.3% | -32.0% | -30.3% |
| YTD | -13.0% | +113.9% | -126.8% | -32.5% |
| 1Y | +33.9% | +93.6% | -59.6% | +5.9% |
| 3Y | +791.8% | +170.2% | +621.6% | +295.6% |
| All | +791.8% | +184.4% | +607.4% | +295.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling