+34.2%
ECHO vs PNC
+32.8%
+1.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.8% | -5.0% | -3.4% |
| 7D | +4.6% | +2.3% | +2.3% | +4.3% |
| 30D | +0.4% | +7.0% | -6.5% | -0.4% |
| 3M | +7.7% | -7.3% | +15.0% | +8.4% |
| 6M | -18.0% | +8.9% | -27.0% | -19.0% |
| YTD | -9.3% | +15.5% | -24.8% | -13.1% |
| 1Y | +34.2% | +31.8% | +2.4% | +23.7% |
| All | +34.2% | +32.8% | +1.5% | +23.7% |
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