-0.7%
PLD vs ECHO
+260.3%
-261.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.7% | -3.1% |
| 7D | -0.8% | -2.4% | +1.6% | -0.6% |
| 30D | -0.3% | -3.1% | +2.9% | -0.1% |
| 3M | -8.0% | +8.7% | -16.8% | -8.7% |
| 6M | -9.8% | -24.8% | +15.0% | -8.3% |
| YTD | +1.8% | -13.0% | +14.7% | +1.9% |
| 1Y | +5.6% | +33.9% | -28.3% | +2.0% |
| 3Y | +33.3% | +791.8% | -758.5% | -4.5% |
| All | -0.7% | +260.3% | -261.0% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling