+151.3%
ECHO vs PBF
+261.5%
-110.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.8% | -7.7% | -2.8% |
| 7D | +3.6% | -4.0% | +7.6% | +4.3% |
| 30D | +7.5% | -18.0% | +25.4% | +10.5% |
| 3M | +16.2% | +0.9% | +15.2% | +14.8% |
| 6M | -20.9% | +65.7% | -86.6% | -28.7% |
| YTD | -6.0% | +161.9% | -167.8% | -23.6% |
| 1Y | +43.4% | +77.8% | -34.4% | +24.4% |
| 3Y | +924.0% | +74.9% | +849.2% | +750.2% |
| 5Y | +249.6% | +423.4% | -173.7% | +124.8% |
| 10Y | +151.3% | +255.2% | -103.9% | +46.5% |
| All | +151.3% | +261.5% | -110.2% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling