+294.4%
ECHO vs PRU
+166.1%
+128.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.6% |
| 7D | +2.2% | +3.8% | -1.6% | +1.0% |
| 30D | +9.8% | +9.0% | +0.8% | +6.9% |
| 3M | +16.8% | +2.1% | +14.7% | +15.8% |
| 6M | -18.1% | +25.4% | -43.5% | -23.7% |
| YTD | -4.2% | +13.5% | -17.7% | -8.3% |
| 1Y | +41.2% | +21.3% | +19.9% | +32.7% |
| 3Y | +943.7% | +55.1% | +888.6% | +818.6% |
| 5Y | +277.5% | +43.6% | +234.0% | +240.1% |
| 10Y | +159.8% | +99.2% | +60.5% | +108.5% |
| All | +294.4% | +166.1% | +128.3% | +151.3% |
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