+33.9%
ECHO vs PRU
+19.8%
+14.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.6% | +7.9% | +5.8% |
| 7D | -2.4% | +2.4% | -4.8% | -2.8% |
| 30D | -3.1% | +6.1% | -9.3% | -5.0% |
| 3M | +8.7% | -0.7% | +9.4% | +9.2% |
| 6M | -24.8% | +22.1% | -46.8% | -31.3% |
| YTD | -13.0% | +9.8% | -22.7% | -15.2% |
| 1Y | +33.9% | +19.4% | +14.6% | +21.1% |
| All | +33.9% | +19.8% | +14.2% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling