+30.9%
PM vs ECHO
+37.1%
-6.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.1% | 0.0% |
| 7D | -2.4% | +9.1% | -11.5% | -2.1% |
| 30D | -1.3% | +7.2% | -8.5% | -0.9% |
| 3M | +6.5% | +6.1% | +0.4% | +7.0% |
| 6M | +7.0% | -24.2% | +31.1% | +7.6% |
| YTD | +25.8% | -9.7% | +35.5% | +26.6% |
| 1Y | +30.9% | +40.9% | -10.0% | +30.3% |
| All | +30.9% | +37.1% | -6.2% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling