+278.6%
ECHO vs PSA
+798.0%
-519.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +5.7% | -1.4% | +7.1% | +6.1% |
| 30D | +13.8% | +15.2% | -1.4% | +9.2% |
| 3M | +9.1% | +2.2% | +6.9% | +8.2% |
| 6M | -24.9% | +11.7% | -36.6% | -27.7% |
| YTD | -8.0% | +32.0% | -40.0% | -15.6% |
| 1Y | +42.9% | +26.3% | +16.6% | +32.6% |
| 3Y | +926.7% | +52.4% | +874.3% | +797.6% |
| 5Y | +230.4% | +26.3% | +204.1% | +201.9% |
| 10Y | +145.9% | +132.3% | +13.5% | +87.5% |
| All | +278.6% | +798.0% | -519.4% | +113.0% |
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 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