+275.3%
ECHO vs PBF
+407.7%
-132.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.4% | +3.6% | +6.6% |
| 7D | +3.0% | -7.4% | +10.4% | +3.9% |
| 30D | +6.7% | -17.5% | +24.2% | +8.8% |
| 3M | +12.4% | +13.1% | -0.7% | +10.0% |
| 6M | -20.4% | +72.6% | -93.1% | -26.5% |
| YTD | -6.9% | +161.2% | -168.1% | -21.0% |
| 1Y | +37.7% | +93.3% | -55.6% | +22.2% |
| 3Y | +902.9% | +80.7% | +822.2% | +744.9% |
| 5Y | +275.3% | +396.1% | -120.8% | +182.0% |
| All | +275.3% | +407.7% | -132.4% | +182.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling