+33.6%
ECHO vs PSA
+7.3%
+26.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +3.4% | -3.7% | +7.1% | +3.5% |
| 30D | +2.4% | -7.7% | +10.1% | +2.6% |
| 3M | -28.0% | -0.6% | -27.4% | -28.3% |
| 6M | -21.2% | -0.9% | -20.3% | -22.4% |
| YTD | -17.4% | +18.7% | -36.0% | -17.6% |
| 1Y | +33.6% | +7.6% | +26.0% | +31.0% |
| All | +33.6% | +7.3% | +26.3% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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