+253.7%
ECHO vs PNR
+255.0%
-1.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.6% | +6.7% | +5.3% |
| 7D | +8.6% | -3.0% | +11.6% | +10.1% |
| 30D | +3.8% | -14.9% | +18.7% | +11.6% |
| 3M | -19.9% | -19.0% | -0.9% | -13.2% |
| 6M | -12.1% | -35.9% | +23.9% | +5.9% |
| YTD | -14.1% | -43.1% | +29.1% | +9.0% |
| 1Y | +15.9% | -46.4% | +62.3% | +51.1% |
| 3Y | +417.8% | -10.8% | +428.7% | +431.0% |
| 5Y | +259.3% | -18.9% | +278.2% | +274.5% |
| 10Y | +192.7% | +64.4% | +128.3% | +109.8% |
| All | +253.7% | +255.0% | -1.3% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling