+240.0%
ECHO vs PRU
+163.3%
+76.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +3.4% | +1.9% | +1.5% | +2.9% |
| 30D | +2.4% | +2.7% | -0.4% | +1.5% |
| 3M | -28.0% | +19.5% | -47.4% | -31.7% |
| 6M | -21.2% | +26.6% | -47.9% | -26.6% |
| YTD | -17.4% | +12.3% | -29.7% | -20.4% |
| 1Y | +33.6% | +18.0% | +15.5% | +26.8% |
| 3Y | +419.7% | +47.0% | +372.7% | +367.5% |
| 5Y | +241.7% | +48.4% | +193.3% | +206.0% |
| 10Y | +180.8% | +142.4% | +38.3% | +117.1% |
| All | +240.0% | +163.3% | +76.7% | +117.9% |
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