+33.6%
ECHO vs PNC
+23.0%
+10.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +3.4% | +1.4% | +2.0% | +3.2% |
| 30D | +2.4% | -3.8% | +6.2% | +2.8% |
| 3M | -28.0% | +9.0% | -37.0% | -28.7% |
| 6M | -21.2% | +16.6% | -37.9% | -23.2% |
| YTD | -17.4% | +20.4% | -37.8% | -21.1% |
| 1Y | +33.6% | +22.3% | +11.3% | +12.5% |
| All | +33.6% | +23.0% | +10.6% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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