+211.6%
PFE vs ECHO
+260.3%
-48.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | -3.0% | +3.6% | -6.6% | -3.3% |
| 30D | +5.2% | +7.5% | -2.3% | +4.3% |
| 3M | +12.2% | +16.2% | -3.9% | +10.3% |
| 6M | +17.8% | -20.9% | +38.7% | +19.6% |
| YTD | +26.2% | -6.0% | +32.2% | +25.2% |
| 1Y | +23.2% | +43.4% | -20.2% | +16.9% |
| 3Y | +21.3% | +924.0% | -902.8% | -19.9% |
| 5Y | -23.1% | +249.6% | -272.7% | -40.4% |
| 10Y | +50.7% | +151.3% | -100.6% | +19.9% |
| All | +211.6% | +260.3% | -48.7% | +91.7% |
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