+241.6%
ECHO vs PPL
+39.5%
+202.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.4% | +2.7% | +0.7% | +2.4% |
| 30D | +2.4% | +0.5% | +1.9% | +2.2% |
| 3M | -28.0% | +0.7% | -28.6% | -28.3% |
| 6M | -21.2% | -7.6% | -13.6% | -19.1% |
| YTD | -17.4% | +1.8% | -19.2% | -19.0% |
| 1Y | +33.6% | -0.8% | +34.3% | +32.2% |
| 3Y | +419.7% | +56.9% | +362.8% | +305.2% |
| All | +241.6% | +39.5% | +202.1% | +173.6% |
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