+272.2%
PLD vs ECHO
+155.6%
+116.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.1% |
| 7D | -1.0% | +3.6% | -4.6% | -1.4% |
| 30D | -1.8% | +7.5% | -9.3% | -2.7% |
| 3M | -6.0% | +16.2% | -22.2% | -7.7% |
| 6M | -8.4% | -20.9% | +12.5% | -6.8% |
| YTD | +4.2% | -6.0% | +10.2% | +3.4% |
| 1Y | +6.2% | +43.4% | -37.2% | +0.4% |
| 3Y | +37.0% | +924.0% | -887.1% | -14.0% |
| 5Y | +1.2% | +249.6% | -248.5% | -22.7% |
| 10Y | +272.2% | +151.3% | +120.9% | +207.1% |
| All | +272.2% | +155.6% | +116.6% | +207.1% |
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