+407.1%
ECHO vs PENG
+101.4%
+305.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -1.0% |
| 7D | +3.4% | +4.5% | -1.1% | +2.7% |
| 30D | +2.4% | -7.1% | +9.5% | +3.3% |
| 3M | -28.0% | -27.3% | -0.7% | -26.0% |
| 6M | -21.2% | +169.6% | -190.8% | -36.4% |
| YTD | -17.4% | +164.6% | -182.0% | -33.3% |
| 1Y | +33.6% | +109.5% | -75.9% | +11.2% |
| All | +407.1% | +101.4% | +305.7% | +313.1% |
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 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