+272.2%
ECHO vs PBF
+277.8%
-5.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.4% | +3.6% | +6.4% |
| 7D | +3.0% | -7.4% | +10.4% | +4.3% |
| 30D | +6.7% | -17.5% | +24.2% | +9.7% |
| 3M | +12.4% | +13.1% | -0.7% | +9.1% |
| 6M | -20.4% | +72.6% | -93.1% | -28.6% |
| YTD | -6.9% | +161.2% | -168.1% | -24.1% |
| 1Y | +37.7% | +93.3% | -55.6% | +17.9% |
| 3Y | +902.9% | +80.7% | +822.2% | +731.1% |
| 5Y | +275.3% | +396.1% | -120.8% | +146.4% |
| 10Y | +159.0% | +252.3% | -93.3% | +47.7% |
| All | +272.2% | +277.8% | -5.7% | +90.6% |
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