+34.2%
ECHO vs PSLV
+7.9%
+26.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.0% | -9.2% | -4.5% |
| 7D | +4.6% | -2.6% | +7.2% | +5.1% |
| 30D | +0.4% | -14.2% | +14.6% | +3.8% |
| 3M | +7.7% | -12.2% | +19.9% | +10.3% |
| 6M | -18.0% | -28.1% | +10.0% | -13.2% |
| YTD | -9.3% | -28.2% | +18.9% | -5.6% |
| 1Y | +34.2% | +9.1% | +25.1% | +23.1% |
| All | +34.2% | +7.9% | +26.3% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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