+902.9%
ECHO vs PENG
+191.6%
+711.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +9.3% | -2.3% | +5.1% |
| 7D | +3.0% | -3.8% | +6.8% | +3.3% |
| 30D | +6.7% | -40.1% | +46.8% | +16.3% |
| 3M | +12.4% | -21.8% | +34.2% | +15.7% |
| 6M | -20.4% | +3.3% | -23.7% | -25.5% |
| YTD | -6.9% | +133.6% | -140.5% | -29.0% |
| 1Y | +37.7% | +110.7% | -73.0% | +7.1% |
| 3Y | +902.9% | +204.3% | +698.6% | +340.5% |
| All | +902.9% | +191.6% | +711.2% | +340.5% |
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