+206.5%
PFE vs ECHO
+233.6%
-27.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.2% | -6.9% | -2.1% |
| 7D | -3.7% | -2.4% | -1.3% | -3.5% |
| 30D | +5.0% | -3.1% | +8.1% | +5.1% |
| 3M | +12.2% | +8.7% | +3.5% | +10.9% |
| 6M | +14.6% | -24.8% | +39.3% | +16.9% |
| YTD | +24.1% | -13.0% | +37.1% | +24.0% |
| 1Y | +26.6% | +33.9% | -7.4% | +20.9% |
| 3Y | +14.3% | +791.8% | -777.5% | -23.1% |
| 5Y | -21.9% | +261.7% | -283.6% | -40.5% |
| 10Y | +62.6% | +157.3% | -94.7% | +27.3% |
| All | +206.5% | +233.6% | -27.1% | +90.0% |
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