+159.0%
ECHO vs PPL
+62.1%
+96.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.3% | +7.2% | +7.1% |
| 7D | +3.0% | -1.2% | +4.2% | +3.5% |
| 30D | +6.7% | +4.2% | +2.5% | +4.5% |
| 3M | +12.4% | +1.5% | +10.9% | +11.3% |
| 6M | -20.4% | +1.0% | -21.5% | -21.4% |
| YTD | -6.9% | +4.4% | -11.3% | -9.8% |
| 1Y | +37.7% | +0.8% | +37.0% | +35.4% |
| 3Y | +902.9% | +56.5% | +846.4% | +694.4% |
| 5Y | +275.3% | +47.7% | +227.7% | +203.2% |
| 10Y | +159.0% | +64.4% | +94.6% | +108.8% |
| All | +159.0% | +62.1% | +96.9% | +108.8% |
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