+241.6%
ECHO vs PENG
+115.2%
+126.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -1.1% |
| 7D | +3.4% | +4.5% | -1.1% | +2.6% |
| 30D | +2.4% | -7.1% | +9.5% | +3.4% |
| 3M | -28.0% | -27.3% | -0.7% | -25.8% |
| 6M | -21.2% | +169.6% | -190.8% | -37.0% |
| YTD | -17.4% | +164.6% | -182.0% | -33.9% |
| 1Y | +33.6% | +109.5% | -75.9% | +10.4% |
| 3Y | +419.7% | +98.9% | +320.8% | +302.9% |
| All | +241.6% | +115.2% | +126.4% | +156.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling