+42.9%
ECHO vs PPL
+0.2%
+42.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +2.1% |
| 7D | +5.7% | -0.4% | +6.0% | +5.6% |
| 30D | +13.8% | +2.6% | +11.2% | +14.3% |
| 3M | +9.1% | +0.8% | +8.3% | +8.9% |
| 6M | -24.9% | +1.4% | -26.4% | -24.4% |
| YTD | -8.0% | +4.3% | -12.3% | -8.1% |
| 1Y | +42.9% | +0.8% | +42.1% | +44.3% |
| All | +42.9% | +0.2% | +42.7% | +44.3% |
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