+34.2%
ECHO vs PNR
-31.2%
+65.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.3% | -6.6% | -3.4% |
| 7D | +4.6% | +11.9% | -7.3% | +3.8% |
| 30D | +0.4% | +37.1% | -36.7% | -1.4% |
| 3M | +7.7% | +5.7% | +2.0% | +7.8% |
| 6M | -18.0% | -5.7% | -12.4% | -16.3% |
| YTD | -9.3% | -29.8% | +20.5% | -0.4% |
| 1Y | +34.2% | -31.8% | +66.0% | +47.8% |
| All | +34.2% | -31.2% | +65.4% | +47.8% |
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