+3,684.3%
PANW vs ECHO
+321.0%
+3,363.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | -0.3% |
| 7D | +2.0% | +5.3% | -3.3% | +1.3% |
| 30D | -13.0% | +2.4% | -15.4% | -13.3% |
| 3M | +28.6% | -21.8% | +50.4% | +32.2% |
| 6M | +103.0% | -16.9% | +119.9% | +105.5% |
| YTD | +81.9% | -16.0% | +97.9% | +83.3% |
| 1Y | +69.6% | +9.3% | +60.4% | +64.6% |
| 3Y | +169.4% | +406.2% | -236.8% | +81.6% |
| 5Y | +331.0% | +251.0% | +80.0% | +208.0% |
| 10Y | +1,292.3% | +191.3% | +1,101.0% | +859.7% |
| All | +3,684.3% | +321.0% | +3,363.4% | +2,070.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling