+207.9%
PDD vs ECHO
+148.1%
+59.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.1% | +3.4% | -7.5% | -4.4% |
| 30D | -9.6% | +2.4% | -12.0% | -9.8% |
| 3M | -4.3% | -28.0% | +23.7% | -1.7% |
| 6M | -18.8% | -21.2% | +2.5% | -17.4% |
| YTD | -27.5% | -17.4% | -10.1% | -26.9% |
| 1Y | -33.6% | +33.6% | -67.2% | -36.2% |
| 3Y | -20.4% | +419.7% | -440.1% | -42.7% |
| 5Y | -19.6% | +241.7% | -261.3% | -34.8% |
| All | +207.9% | +148.1% | +59.8% | +171.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling