+259.8%
ECHO vs PSLV
+154.2%
+105.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +3.7% | -3.5% | +7.2% | +4.4% |
| 30D | +0.7% | -2.1% | +2.8% | +1.0% |
| 3M | -27.3% | -1.6% | -25.7% | -27.3% |
| 6M | -17.0% | -25.5% | +8.5% | -13.3% |
| YTD | -14.3% | -11.4% | -2.9% | -15.9% |
| 1Y | +20.9% | +48.6% | -27.7% | +5.3% |
| 3Y | +423.0% | +166.9% | +256.1% | +293.7% |
| All | +259.8% | +154.2% | +105.5% | +169.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling