+22.0%
ECHO vs PSKY
-54.5%
+76.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.1% | +0.1% |
| 7D | -10.0% | -24.6% | +14.6% | -1.1% |
| 30D | -9.1% | -36.1% | +27.1% | +6.7% |
| 3M | -34.0% | -34.7% | +0.7% | -21.0% |
| 6M | -35.6% | -40.5% | +5.0% | -21.9% |
| YTD | -21.5% | -47.7% | +26.2% | -5.9% |
| All | +22.0% | -54.5% | +76.5% | +45.6% |
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