+843.8%
PM vs ECHO
+261.5%
+582.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.2% | -7.0% | -2.3% |
| 7D | -5.2% | -2.4% | -2.8% | -5.0% |
| 30D | +2.7% | -3.1% | +5.8% | +2.8% |
| 3M | +6.1% | +8.7% | -2.6% | +4.9% |
| 6M | +18.0% | -24.8% | +42.8% | +20.4% |
| YTD | +26.6% | -13.0% | +39.5% | +26.4% |
| 1Y | +36.7% | +33.9% | +2.7% | +30.0% |
| 3Y | +146.0% | +791.8% | -645.8% | +60.2% |
| 5Y | +164.1% | +261.7% | -97.6% | +97.6% |
| 10Y | +238.8% | +157.3% | +81.5% | +160.8% |
| All | +843.8% | +261.5% | +582.3% | +526.3% |
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 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