+203.6%
ECHO vs PINS
-19.5%
+223.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.9% |
| 7D | +9.1% | -3.4% | +12.5% | +9.6% |
| 30D | +7.2% | -14.5% | +21.7% | +9.5% |
| 3M | +6.1% | -16.5% | +22.6% | +8.4% |
| 6M | -24.2% | -7.0% | -17.1% | -23.8% |
| YTD | -9.7% | -26.1% | +16.4% | -7.1% |
| 1Y | +40.9% | -30.0% | +70.9% | +46.2% |
| 3Y | +883.3% | -38.5% | +921.7% | +915.7% |
| 5Y | +224.2% | -58.4% | +282.6% | +235.4% |
| All | +203.6% | -19.5% | +223.1% | +129.4% |
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