+192.5%
ECHO vs PNR
+66.2%
+126.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +3.7% | -6.0% | +9.7% | +6.8% |
| 30D | +0.7% | -14.0% | +14.7% | +8.1% |
| 3M | -27.3% | -21.7% | -5.6% | -19.7% |
| 6M | -17.0% | -37.3% | +20.3% | +2.0% |
| YTD | -14.3% | -45.1% | +30.8% | +12.2% |
| 1Y | +20.9% | -49.1% | +70.0% | +64.8% |
| 3Y | +423.0% | -14.8% | +437.8% | +447.0% |
| 5Y | +265.7% | -21.0% | +286.7% | +286.2% |
| All | +192.5% | +66.2% | +126.3% | +110.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling