+240.0%
ECHO vs PAAS
+88.2%
+151.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.3% |
| 7D | +3.4% | -2.9% | +6.3% | +3.8% |
| 30D | +2.4% | +6.8% | -4.4% | +1.2% |
| 3M | -28.0% | -2.9% | -25.1% | -27.9% |
| 6M | -21.2% | -16.4% | -4.8% | -19.7% |
| YTD | -17.4% | 0.0% | -17.4% | -18.1% |
| 1Y | +33.6% | +54.3% | -20.7% | +24.6% |
| 3Y | +419.7% | +230.7% | +189.0% | +335.1% |
| 5Y | +241.7% | +111.6% | +130.1% | +195.6% |
| 10Y | +180.8% | +211.7% | -31.0% | +119.0% |
| All | +240.0% | +88.2% | +151.9% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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