+412.7%
ECHO vs PNR
-13.0%
+425.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -1.3% |
| 7D | +5.3% | -3.9% | +9.2% | +7.5% |
| 30D | +2.4% | -13.8% | +16.2% | +10.5% |
| 3M | -21.8% | -22.5% | +0.7% | -12.0% |
| 6M | -16.9% | -37.2% | +20.2% | +6.3% |
| YTD | -16.0% | -44.2% | +28.2% | +16.0% |
| 1Y | +9.3% | -46.6% | +55.9% | +55.9% |
| All | +412.7% | -13.0% | +425.8% | +342.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling