+198.7%
PDD vs ECHO
+158.1%
+40.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.0% | -7.0% | -3.4% |
| 7D | -4.1% | +8.6% | -12.7% | -4.9% |
| 30D | -13.1% | +3.8% | -16.8% | -13.4% |
| 3M | -3.5% | -19.9% | +16.4% | -1.8% |
| 6M | -21.8% | -12.1% | -9.7% | -21.3% |
| YTD | -29.7% | -14.1% | -15.6% | -29.3% |
| 1Y | -36.2% | +15.9% | -52.1% | -37.8% |
| 3Y | -16.4% | +417.8% | -434.2% | -39.1% |
| 5Y | -23.8% | +259.3% | -283.2% | -38.6% |
| All | +198.7% | +158.1% | +40.6% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ECHO 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling