+240.0%
ECHO vs PNC
+538.1%
-298.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +3.4% | +1.4% | +2.0% | +2.9% |
| 30D | +2.4% | -3.8% | +6.2% | +3.7% |
| 3M | -28.0% | +9.0% | -37.0% | -30.2% |
| 6M | -21.2% | +16.6% | -37.9% | -25.6% |
| YTD | -17.4% | +20.4% | -37.8% | -23.1% |
| 1Y | +33.6% | +22.3% | +11.3% | +23.6% |
| 3Y | +419.7% | +124.5% | +295.1% | +298.6% |
| 5Y | +241.7% | +54.1% | +187.6% | +192.0% |
| 10Y | +180.8% | +276.3% | -95.5% | +86.0% |
| All | +240.0% | +538.1% | -298.0% | +95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling