+1,684.5%
PLTR vs ECHO
+260.7%
+1,423.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | -0.2% |
| 7D | 0.0% | +5.3% | -5.3% | -0.7% |
| 30D | -3.3% | +2.4% | -5.7% | -3.6% |
| 3M | +28.4% | -21.8% | +50.2% | +32.2% |
| 6M | +8.4% | -16.9% | +25.3% | +10.5% |
| YTD | -4.6% | -16.0% | +11.4% | -3.1% |
| 1Y | +4.4% | +9.3% | -4.9% | +2.7% |
| 3Y | +1,020.5% | +406.2% | +614.3% | +729.0% |
| 5Y | +548.8% | +251.0% | +297.8% | +390.3% |
| All | +1,684.5% | +260.7% | +1,423.9% | +1,260.2% |
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