+1,677.1%
PLTR vs ECHO
+311.4%
+1,365.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.2% | -0.6% |
| 7D | -3.8% | +2.2% | -5.9% | -4.0% |
| 30D | -19.2% | +9.8% | -29.1% | -20.3% |
| 3M | -3.7% | +16.8% | -20.5% | -5.8% |
| 6M | +22.5% | -18.1% | +40.6% | +25.0% |
| YTD | -5.0% | -4.2% | -0.8% | -5.3% |
| 1Y | -12.8% | +41.2% | -54.0% | -17.0% |
| 3Y | +758.3% | +943.7% | -185.4% | +469.3% |
| 5Y | +649.6% | +277.5% | +372.1% | +453.6% |
| All | +1,677.1% | +311.4% | +1,365.7% | +1,228.9% |
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