+37.2%
ECHO vs PPL
+0.9%
+36.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.3% | +7.2% | +6.9% |
| 7D | +3.0% | -1.2% | +4.2% | +2.8% |
| 30D | +6.7% | +4.2% | +2.5% | +7.3% |
| 3M | +12.4% | +1.5% | +10.9% | +12.4% |
| 6M | -20.4% | +1.0% | -21.5% | -19.9% |
| YTD | -6.9% | +4.4% | -11.3% | -7.1% |
| All | +37.2% | +0.9% | +36.3% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling