+109.1%
ECHO vs PSKY
-85.2%
+194.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.1% | -0.5% |
| 7D | -10.0% | -24.6% | +14.6% | -4.3% |
| 30D | -9.1% | -36.1% | +27.1% | +0.4% |
| 3M | -34.0% | -34.7% | +0.7% | -26.2% |
| 6M | -35.6% | -40.5% | +5.0% | -26.5% |
| YTD | -21.5% | -47.7% | +26.2% | -8.8% |
| 1Y | +18.0% | -58.4% | +76.4% | +43.2% |
| 3Y | +500.4% | -40.7% | +541.0% | +526.8% |
| 5Y | +235.7% | -80.0% | +315.7% | +330.5% |
| All | +109.1% | -85.2% | +194.2% | +139.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling