+196.7%
PFE vs ECHO
+216.6%
-19.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.3% |
| 7D | +1.8% | +3.4% | -1.7% | +1.4% |
| 30D | +10.2% | +2.4% | +7.9% | +9.9% |
| 3M | +12.7% | -28.0% | +40.6% | +15.9% |
| 6M | +10.5% | -21.2% | +31.8% | +12.2% |
| YTD | +20.2% | -17.4% | +37.5% | +21.0% |
| 1Y | +24.1% | +33.6% | -9.5% | +18.6% |
| 3Y | -3.6% | +419.7% | -423.2% | -29.7% |
| 5Y | -20.9% | +241.7% | -262.6% | -39.2% |
| 10Y | +35.8% | +180.8% | -144.9% | +3.5% |
| All | +196.7% | +216.6% | -19.9% | +85.3% |
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