+251.0%
ECHO vs PSKY
-71.8%
+322.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.1% | -1.2% |
| 7D | +5.3% | -6.8% | +12.2% | +6.8% |
| 30D | +2.4% | +10.2% | -7.8% | +0.4% |
| 3M | -21.8% | +0.3% | -22.1% | -22.0% |
| 6M | -16.9% | -7.8% | -9.2% | -16.1% |
| YTD | -16.0% | -23.0% | +7.0% | -12.6% |
| 1Y | +9.3% | -31.6% | +40.9% | +14.7% |
| 3Y | +406.2% | -21.3% | +427.5% | +385.5% |
| 5Y | +251.0% | -71.5% | +322.4% | +307.5% |
| All | +251.0% | -71.8% | +322.8% | +307.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling