+272.5%
PM vs ECHO
+144.4%
+128.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.0% |
| 7D | +0.5% | +5.7% | -5.1% | +0.2% |
| 30D | -3.2% | +13.8% | -17.0% | -4.1% |
| 3M | +6.2% | +9.1% | -2.9% | +5.4% |
| 6M | +7.7% | -24.9% | +32.6% | +9.2% |
| YTD | +27.3% | -8.0% | +35.3% | +26.7% |
| 1Y | +32.8% | +42.9% | -10.1% | +27.7% |
| 3Y | +150.0% | +926.7% | -776.7% | +75.3% |
| 5Y | +164.2% | +230.4% | -66.1% | +123.9% |
| All | +272.5% | +144.4% | +128.1% | +232.9% |
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