+192.5%
ECHO vs PSA
+102.6%
+89.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | +3.7% | -1.8% | +5.5% | +4.4% |
| 30D | +0.7% | -8.4% | +9.1% | +3.6% |
| 3M | -27.3% | -7.8% | -19.5% | -25.6% |
| 6M | -17.0% | +0.8% | -17.8% | -17.8% |
| YTD | -14.3% | +16.5% | -30.8% | -19.5% |
| 1Y | +20.9% | +4.7% | +16.2% | +17.6% |
| 3Y | +423.0% | +21.1% | +401.9% | +376.9% |
| 5Y | +265.7% | +14.2% | +251.5% | +234.9% |
| All | +192.5% | +102.6% | +89.9% | +127.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling