+33.6%
ECHO vs PSKY
-26.0%
+59.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | +3.4% | -0.2% | +3.6% | +3.4% |
| 30D | +2.4% | +24.0% | -21.6% | -0.6% |
| 3M | -28.0% | +2.2% | -30.1% | -28.2% |
| 6M | -21.2% | -9.0% | -12.3% | -20.9% |
| YTD | -17.4% | -18.1% | +0.8% | -17.7% |
| 1Y | +33.6% | -25.1% | +58.7% | +36.1% |
| All | +33.6% | -26.0% | +59.6% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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