+273.4%
ECHO vs PPL
+70.4%
+203.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +4.6% | +1.8% | +2.8% | +3.8% |
| 30D | +0.4% | +8.4% | -8.0% | -3.0% |
| 3M | +7.7% | +2.4% | +5.3% | +6.4% |
| 6M | -18.0% | -4.0% | -14.1% | -17.3% |
| YTD | -9.3% | +4.5% | -13.7% | -11.8% |
| 1Y | +34.2% | +1.7% | +32.5% | +31.7% |
| 3Y | +538.7% | +55.5% | +483.2% | +421.6% |
| 5Y | +279.9% | +47.0% | +232.9% | +215.0% |
| 10Y | +168.2% | +62.4% | +105.8% | +107.7% |
| All | +273.4% | +70.4% | +203.0% | +130.6% |
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