+250.9%
PM vs ECHO
+163.9%
+87.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.4% |
| 7D | -6.6% | +2.2% | -8.8% | -6.8% |
| 30D | -3.4% | +9.8% | -13.3% | -4.1% |
| 3M | +5.3% | +16.8% | -11.5% | +4.1% |
| 6M | +15.5% | -18.1% | +33.6% | +16.5% |
| YTD | +24.3% | -4.2% | +28.4% | +23.4% |
| 1Y | +29.7% | +41.2% | -11.5% | +24.9% |
| 3Y | +144.9% | +943.7% | -798.8% | +72.1% |
| 5Y | +159.0% | +277.5% | -118.5% | +114.2% |
| 10Y | +250.9% | +159.8% | +91.2% | +216.4% |
| All | +250.9% | +163.9% | +87.1% | +216.4% |
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