+117.4%
PM vs ECHO
+242.1%
-124.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -4.9% | +3.4% | -8.3% | -5.0% |
| 30D | -3.4% | +2.4% | -5.7% | -3.5% |
| 3M | +5.2% | -28.0% | +33.1% | +6.1% |
| 6M | +3.7% | -21.2% | +25.0% | +4.2% |
| YTD | +15.8% | -17.4% | +33.2% | +16.0% |
| 1Y | +17.4% | +33.6% | -16.2% | +15.5% |
| 3Y | +116.9% | +419.7% | -302.7% | +92.1% |
| All | +117.4% | +242.1% | -124.7% | +102.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling