+80.3%
PEP vs ECHO
+168.8%
-88.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.9% | -6.6% | +0.2% |
| 7D | +1.0% | +3.0% | -2.0% | +0.9% |
| 30D | +12.6% | +6.7% | +5.9% | +12.3% |
| 3M | +3.1% | +12.4% | -9.2% | +2.6% |
| 6M | -6.3% | -20.4% | +14.1% | -5.7% |
| YTD | +1.9% | -6.9% | +8.8% | +1.6% |
| 1Y | +3.3% | +37.7% | -34.4% | +1.4% |
| 3Y | -4.8% | +902.9% | -907.7% | -21.4% |
| 5Y | +2.0% | +275.3% | -273.3% | -7.6% |
| 10Y | +80.3% | +159.0% | -78.7% | +81.1% |
| All | +80.3% | +168.8% | -88.4% | +81.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling