+151.3%
ECHO vs PRU
+102.7%
+48.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +3.6% | -2.8% | +6.5% | +5.3% |
| 30D | +7.5% | +8.5% | -1.0% | +2.5% |
| 3M | +16.2% | +1.7% | +14.4% | +14.4% |
| 6M | -20.9% | +24.8% | -45.6% | -30.4% |
| YTD | -6.0% | +13.3% | -19.3% | -13.3% |
| 1Y | +43.4% | +21.4% | +22.0% | +27.5% |
| 3Y | +924.0% | +54.8% | +869.3% | +701.4% |
| 5Y | +249.6% | +42.4% | +207.3% | +184.2% |
| 10Y | +151.3% | +98.4% | +52.8% | +57.6% |
| All | +151.3% | +102.7% | +48.6% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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