+153.6%
ECHO vs PPL
+62.0%
+91.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.5% |
| 7D | -2.4% | +0.4% | -2.8% | -2.6% |
| 30D | -3.1% | +5.4% | -8.6% | -5.6% |
| 3M | +8.7% | +4.3% | +4.5% | +6.5% |
| 6M | -24.8% | -1.3% | -23.4% | -24.9% |
| YTD | -13.0% | +4.7% | -17.6% | -15.7% |
| 1Y | +33.9% | +1.3% | +32.7% | +31.4% |
| 3Y | +791.8% | +57.2% | +734.6% | +606.1% |
| 5Y | +261.7% | +48.2% | +213.5% | +192.2% |
| All | +153.6% | +62.0% | +91.5% | +102.5% |
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