+240.0%
ECHO vs PSKY
-39.9%
+279.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | +3.4% | -0.2% | +3.6% | +3.4% |
| 30D | +2.4% | +24.0% | -21.6% | -3.1% |
| 3M | -28.0% | +2.2% | -30.1% | -28.5% |
| 6M | -21.2% | -9.0% | -12.3% | -20.2% |
| YTD | -17.4% | -18.1% | +0.8% | -14.6% |
| 1Y | +33.6% | -25.1% | +58.7% | +38.8% |
| 3Y | +419.7% | -16.3% | +436.0% | +392.5% |
| 5Y | +241.7% | -70.4% | +312.1% | +299.9% |
| 10Y | +180.8% | -74.2% | +254.9% | +198.0% |
| All | +240.0% | -39.9% | +279.9% | +146.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling