+49.6%
PFE vs ECHO
+168.8%
-119.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.9% | -7.5% | -0.9% |
| 7D | -4.7% | +3.0% | -7.7% | -4.9% |
| 30D | +3.4% | +6.7% | -3.3% | +3.0% |
| 3M | +9.2% | +12.4% | -3.2% | +8.5% |
| 6M | +15.8% | -20.4% | +36.2% | +16.7% |
| YTD | +23.4% | -6.9% | +30.4% | +23.1% |
| 1Y | +25.8% | +37.7% | -11.9% | +22.9% |
| 3Y | +17.8% | +902.9% | -885.0% | -6.1% |
| 5Y | -20.2% | +275.3% | -295.5% | -29.7% |
| 10Y | +49.6% | +159.0% | -109.4% | +36.8% |
| All | +49.6% | +168.8% | -119.2% | +36.8% |
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