+184.2%
ECHO vs PINS
-20.9%
+205.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.2% | +0.2% |
| 7D | +2.3% | -9.9% | +12.2% | +3.8% |
| 30D | +4.4% | -20.9% | +25.3% | +7.8% |
| 3M | -20.3% | -13.7% | -6.6% | -18.7% |
| 6M | -15.3% | -3.0% | -12.3% | -15.4% |
| YTD | -15.5% | -27.5% | +12.0% | -12.5% |
| 1Y | +15.0% | -46.8% | +61.8% | +23.9% |
| 3Y | +409.1% | -31.8% | +441.0% | +419.0% |
| 5Y | +260.6% | -65.4% | +326.0% | +281.6% |
| All | +184.2% | -20.9% | +205.1% | +115.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling