+412.7%
ECHO vs PTEN
-3.1%
+415.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.4% | -2.6% |
| 7D | +5.3% | -1.7% | +7.0% | +5.6% |
| 30D | +2.4% | +18.6% | -16.2% | -0.6% |
| 3M | -21.8% | +12.5% | -34.2% | -23.9% |
| 6M | -16.9% | +41.9% | -58.8% | -24.3% |
| YTD | -16.0% | +117.8% | -133.8% | -31.8% |
| 1Y | +9.3% | +145.3% | -136.0% | -15.2% |
| All | +412.7% | -3.1% | +415.9% | +416.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 3y: compounded portfolio wealth divided by compounded PTEN 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…
3y analysis · Full analysis span regression · 6 months rolling