+33.6%
ECHO vs PINS
-45.1%
+78.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.2% |
| 7D | +3.4% | -12.0% | +15.4% | +4.7% |
| 30D | +2.4% | -12.7% | +15.0% | +3.7% |
| 3M | -28.0% | -5.5% | -22.4% | -27.4% |
| 6M | -21.2% | +5.3% | -26.5% | -21.3% |
| YTD | -17.4% | -21.2% | +3.8% | -14.7% |
| 1Y | +33.6% | -45.0% | +78.6% | +38.6% |
| All | +33.6% | -45.1% | +78.7% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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