+949.3%
ECHO vs PSA
+55.8%
+893.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +3.6% | -2.1% | +5.7% | +4.2% |
| 30D | +7.5% | +16.2% | -8.8% | +2.7% |
| 3M | +16.2% | +4.3% | +11.8% | +14.7% |
| 6M | -20.9% | +9.9% | -30.7% | -23.6% |
| YTD | -6.0% | +33.3% | -39.2% | -15.8% |
| 1Y | +43.4% | +25.8% | +17.6% | +31.1% |
| All | +949.3% | +55.8% | +893.5% | +617.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling