+159.8%
ECHO vs PPL
+65.3%
+94.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.9% | +2.9% |
| 7D | +2.2% | 0.0% | +2.1% | +2.1% |
| 30D | +9.8% | +4.3% | +5.5% | +7.6% |
| 3M | +16.8% | +2.9% | +13.9% | +15.0% |
| 6M | -18.1% | +1.1% | -19.2% | -19.1% |
| YTD | -4.2% | +4.5% | -8.6% | -7.2% |
| 1Y | +41.2% | +0.1% | +41.1% | +39.3% |
| 3Y | +943.7% | +55.7% | +888.0% | +728.3% |
| 5Y | +277.5% | +47.6% | +229.9% | +204.9% |
| 10Y | +159.8% | +66.8% | +92.9% | +108.6% |
| All | +159.8% | +65.3% | +94.4% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling