+251.0%
ECHO vs PBF
+817.4%
-566.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | +5.3% | +1.4% | +4.0% | +5.2% |
| 30D | +2.4% | +15.8% | -13.4% | +0.6% |
| 3M | -21.8% | +90.3% | -112.1% | -28.2% |
| 6M | -16.9% | +102.8% | -119.7% | -25.2% |
| YTD | -16.0% | +187.3% | -203.3% | -29.0% |
| 1Y | +9.3% | +161.8% | -152.6% | -7.3% |
| 3Y | +406.2% | +55.5% | +350.7% | +341.3% |
| 5Y | +251.0% | +801.9% | -550.9% | +142.9% |
| All | +251.0% | +817.4% | -566.4% | +142.9% |
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