+33.6%
ECHO vs PNR
-43.1%
+76.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +3.4% | -2.4% | +5.8% | +3.6% |
| 30D | +2.4% | -12.8% | +15.1% | +3.5% |
| 3M | -28.0% | -17.0% | -11.0% | -26.8% |
| 6M | -21.2% | -37.4% | +16.2% | -14.6% |
| YTD | -17.4% | -41.6% | +24.2% | -9.3% |
| 1Y | +33.6% | -44.6% | +78.2% | +47.4% |
| All | +33.6% | -43.1% | +76.7% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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