+344.7%
PLD vs ECHO
+216.6%
+128.0%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.4% | +3.4% | -5.8% | -3.1% |
| 30D | -2.4% | +2.4% | -4.8% | -3.0% |
| 3M | -3.8% | -28.0% | +24.2% | +2.2% |
| 6M | 0.0% | -21.2% | +21.3% | +3.4% |
| YTD | +9.2% | -17.4% | +26.6% | +10.7% |
| 1Y | +25.9% | +33.6% | -7.7% | +13.2% |
| 3Y | +21.3% | +419.7% | -398.4% | -41.3% |
| 5Y | +14.1% | +241.7% | -227.6% | -38.3% |
| 10Y | +237.9% | +180.8% | +57.1% | +74.8% |
| All | +344.7% | +216.6% | +128.0% | +28.7% |
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