+271.6%
ECHO vs PSA
+800.0%
-528.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | +9.1% | -2.1% | +11.2% | +9.8% |
| 30D | +7.2% | +15.6% | -8.4% | +2.8% |
| 3M | +6.1% | +4.1% | +2.0% | +4.7% |
| 6M | -24.2% | +9.2% | -33.3% | -26.5% |
| YTD | -9.7% | +32.3% | -42.0% | -17.2% |
| 1Y | +40.9% | +26.2% | +14.8% | +30.8% |
| 3Y | +883.3% | +53.7% | +829.6% | +757.6% |
| 5Y | +224.2% | +26.6% | +197.6% | +196.1% |
| 10Y | +141.3% | +132.8% | +8.4% | +83.9% |
| All | +271.6% | +800.0% | -528.5% | +108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling