+32.9%
PFE vs ECHO
+193.6%
-160.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.0% | -6.4% | -2.5% |
| 7D | -2.7% | +8.6% | -11.2% | -3.1% |
| 30D | +3.8% | +3.8% | +0.1% | +3.6% |
| 3M | +10.4% | -19.9% | +30.3% | +11.4% |
| 6M | +6.3% | -12.1% | +18.3% | +6.5% |
| YTD | +17.4% | -14.1% | +31.4% | +17.6% |
| 1Y | +21.1% | +15.9% | +5.3% | +19.3% |
| 3Y | -1.6% | +417.8% | -419.4% | -16.3% |
| 5Y | -22.2% | +259.3% | -281.5% | -31.8% |
| 10Y | +32.9% | +192.7% | -159.9% | +15.1% |
| All | +32.9% | +193.6% | -160.7% | +15.1% |
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