+424.5%
ECHO vs PSKY
-17.4%
+441.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.1% |
| 7D | +8.6% | +2.4% | +6.2% | +8.1% |
| 30D | +3.8% | +17.5% | -13.8% | +0.5% |
| 3M | -19.9% | +4.4% | -24.3% | -20.7% |
| 6M | -12.1% | -9.0% | -3.0% | -11.1% |
| YTD | -14.1% | -18.6% | +4.5% | -11.8% |
| 1Y | +15.9% | -27.7% | +43.6% | +20.0% |
| All | +424.5% | -17.4% | +441.9% | +402.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling