+211.8%
PM vs ECHO
+187.5%
+24.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +0.7% |
| 7D | -1.2% | +5.3% | -6.5% | -1.5% |
| 30D | -0.2% | +2.4% | -2.6% | -0.4% |
| 3M | +4.9% | -21.8% | +26.7% | +6.4% |
| 6M | +9.0% | -16.9% | +26.0% | +9.7% |
| YTD | +17.8% | -16.0% | +33.8% | +18.2% |
| 1Y | +16.8% | +9.3% | +7.5% | +14.7% |
| 3Y | +125.4% | +406.2% | -280.8% | +76.8% |
| 5Y | +128.7% | +251.0% | -122.3% | +88.5% |
| 10Y | +211.8% | +191.3% | +20.6% | +171.9% |
| All | +211.8% | +187.5% | +24.3% | +171.9% |
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