+15.0%
ECHO vs PBF
+167.4%
-152.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.6% |
| 7D | +2.3% | +2.3% | 0.0% | +2.4% |
| 30D | +4.4% | +11.6% | -7.2% | +5.2% |
| 3M | -20.3% | +81.7% | -102.0% | -16.1% |
| 6M | -15.3% | +96.4% | -111.8% | -10.6% |
| YTD | -15.5% | +189.5% | -205.0% | -10.6% |
| 1Y | +15.0% | +180.7% | -165.8% | +23.0% |
| All | +15.0% | +167.4% | -152.4% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling