+278.6%
ECHO vs PNC
+509.0%
-230.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +5.7% | +3.1% | +2.6% | +4.7% |
| 30D | +13.8% | +7.6% | +6.2% | +11.1% |
| 3M | +9.1% | -8.1% | +17.2% | +12.2% |
| 6M | -24.9% | +12.6% | -37.5% | -28.1% |
| YTD | -8.0% | +15.0% | -23.0% | -13.0% |
| 1Y | +42.9% | +30.4% | +12.5% | +29.5% |
| 3Y | +926.7% | +116.1% | +810.5% | +695.8% |
| 5Y | +230.4% | +37.5% | +192.9% | +192.9% |
| 10Y | +145.9% | +205.1% | -59.2% | +71.9% |
| All | +278.6% | +509.0% | -230.4% | +121.5% |
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 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