+821.1%
PM vs ECHO
+286.6%
+534.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.9% | -9.3% | -3.1% |
| 7D | -7.3% | +3.0% | -10.3% | -7.6% |
| 30D | -4.0% | +6.7% | -10.7% | -4.8% |
| 3M | +2.7% | +12.4% | -9.6% | +1.3% |
| 6M | +14.9% | -20.4% | +35.3% | +16.5% |
| YTD | +23.5% | -6.9% | +30.4% | +22.5% |
| 1Y | +30.4% | +37.7% | -7.4% | +23.7% |
| 3Y | +143.2% | +902.9% | -759.7% | +55.9% |
| 5Y | +159.5% | +275.3% | -115.9% | +94.1% |
| 10Y | +234.7% | +159.0% | +75.6% | +159.1% |
| All | +821.1% | +286.6% | +534.5% | +507.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling