+258.3%
ECHO vs PRU
+157.3%
+101.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.8% | +1.8% | -2.4% |
| 7D | -2.4% | +2.4% | -4.8% | -3.2% |
| 30D | -3.1% | +6.1% | -9.3% | -5.1% |
| 3M | +8.7% | -0.7% | +9.4% | +8.5% |
| 6M | -24.8% | +22.1% | -46.8% | -29.4% |
| YTD | -13.0% | +9.8% | -22.7% | -15.9% |
| 1Y | +33.9% | +19.4% | +14.6% | +26.4% |
| 3Y | +791.8% | +50.4% | +741.4% | +691.5% |
| 5Y | +261.7% | +37.2% | +224.5% | +229.8% |
| 10Y | +157.3% | +119.5% | +37.8% | +102.8% |
| All | +258.3% | +157.3% | +101.0% | +130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling