+249.6%
ECHO vs PPL
+47.2%
+202.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | +3.6% | -1.0% | +4.6% | +3.9% |
| 30D | +7.5% | +3.0% | +4.4% | +6.0% |
| 3M | +16.2% | +1.1% | +15.0% | +15.4% |
| 6M | -20.9% | -0.8% | -20.1% | -21.1% |
| YTD | -6.0% | +3.5% | -9.4% | -8.5% |
| 1Y | +43.4% | -0.9% | +44.3% | +42.2% |
| 3Y | +924.0% | +54.2% | +869.8% | +702.0% |
| 5Y | +249.6% | +46.3% | +203.3% | +174.6% |
| All | +249.6% | +47.2% | +202.5% | +174.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling