+260.9%
ECHO vs PBF
+287.3%
-26.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.2% | -4.3% |
| 7D | +9.1% | +4.3% | +4.9% | +8.3% |
| 30D | +7.2% | -21.8% | +29.0% | +11.2% |
| 3M | +6.1% | +1.7% | +4.4% | +4.7% |
| 6M | -24.2% | +69.8% | -93.9% | -31.9% |
| YTD | -9.7% | +167.7% | -177.5% | -26.7% |
| 1Y | +40.9% | +89.0% | -48.0% | +21.2% |
| 3Y | +883.3% | +78.8% | +804.5% | +716.0% |
| 5Y | +224.2% | +415.4% | -191.2% | +111.3% |
| 10Y | +141.3% | +263.1% | -121.8% | +36.8% |
| All | +260.9% | +287.3% | -26.4% | +83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling