+902.9%
ECHO vs PINS
-39.6%
+942.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.5% | +6.4% | +6.8% |
| 7D | +3.0% | -6.2% | +9.2% | +4.3% |
| 30D | +6.7% | -10.9% | +17.6% | +8.8% |
| 3M | +12.4% | -19.5% | +31.9% | +16.5% |
| 6M | -20.4% | -10.4% | -10.0% | -19.3% |
| YTD | -6.9% | -26.4% | +19.5% | -2.3% |
| 1Y | +37.7% | -29.6% | +67.4% | +46.0% |
| 3Y | +902.9% | -39.0% | +941.9% | +787.1% |
| All | +902.9% | -39.6% | +942.5% | +787.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling