+412.7%
ECHO vs PNC
+127.7%
+285.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.6% |
| 7D | +5.3% | -0.7% | +6.1% | +5.9% |
| 30D | +2.4% | -4.4% | +6.8% | +5.8% |
| 3M | -21.8% | +4.5% | -26.3% | -24.8% |
| 6M | -16.9% | +19.1% | -36.0% | -28.4% |
| YTD | -16.0% | +18.0% | -34.0% | -28.4% |
| 1Y | +9.3% | +24.1% | -14.8% | -11.1% |
| All | +412.7% | +127.7% | +285.0% | +128.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling