+240.0%
ECHO vs PPL
+66.1%
+173.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.4% | +2.7% | +0.7% | +2.3% |
| 30D | +2.4% | +0.5% | +1.9% | +2.2% |
| 3M | -28.0% | +0.7% | -28.6% | -28.4% |
| 6M | -21.2% | -7.6% | -13.6% | -19.2% |
| YTD | -17.4% | +1.8% | -19.2% | -18.7% |
| 1Y | +33.6% | -0.8% | +34.3% | +32.4% |
| 3Y | +419.7% | +56.9% | +362.8% | +323.2% |
| 5Y | +241.7% | +39.5% | +202.2% | +190.0% |
| 10Y | +180.8% | +55.4% | +125.4% | +121.4% |
| All | +240.0% | +66.1% | +173.9% | +112.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling