+161.2%
PANW vs ECHO
+416.0%
-254.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.4% |
| 7D | -0.8% | +3.7% | -4.5% | -1.0% |
| 30D | -14.6% | +0.7% | -15.3% | -14.6% |
| 3M | +18.3% | -27.3% | +45.6% | +20.1% |
| 6M | +100.5% | -17.0% | +117.5% | +101.5% |
| YTD | +79.5% | -14.3% | +93.8% | +79.9% |
| 1Y | +66.7% | +20.9% | +45.8% | +63.6% |
| 3Y | +161.2% | +423.0% | -261.7% | +117.6% |
| All | +161.2% | +416.0% | -254.8% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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