-13.1%
PEP vs ECHO
+388.0%
-401.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.4% | +3.4% | -4.8% | -1.4% |
| 30D | +0.2% | +2.4% | -2.1% | +0.2% |
| 3M | -1.1% | -28.0% | +26.8% | -1.0% |
| 6M | -13.5% | -21.2% | +7.8% | -13.4% |
| YTD | -1.2% | -17.4% | +16.2% | -1.1% |
| 1Y | -1.6% | +33.6% | -35.1% | -1.6% |
| All | -13.1% | +388.0% | -401.1% | -15.1% |
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