+103.0%
PANW vs ECHO
-15.6%
+118.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | -0.4% |
| 7D | +2.0% | +5.3% | -3.3% | +1.6% |
| 30D | -13.0% | +2.4% | -15.4% | -13.1% |
| 3M | +28.6% | -21.8% | +50.4% | +27.5% |
| 6M | +103.0% | -16.9% | +119.9% | +108.2% |
| All | +103.0% | -15.6% | +118.6% | +108.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling