+192.5%
ECHO vs PNC
+279.5%
-87.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.1% |
| 7D | +3.7% | -0.6% | +4.3% | +4.0% |
| 30D | +0.7% | -4.4% | +5.1% | +3.3% |
| 3M | -27.3% | +5.2% | -32.5% | -29.7% |
| 6M | -17.0% | +20.6% | -37.6% | -26.2% |
| YTD | -14.3% | +19.8% | -34.1% | -24.1% |
| 1Y | +20.9% | +24.4% | -3.5% | +4.5% |
| 3Y | +423.0% | +131.2% | +291.7% | +221.9% |
| 5Y | +265.7% | +53.1% | +212.6% | +174.4% |
| All | +192.5% | +279.5% | -87.1% | +36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling