+763.1%
PM vs ECHO
+243.1%
+520.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -4.9% | +3.4% | -8.3% | -5.2% |
| 30D | -3.4% | +2.4% | -5.7% | -3.7% |
| 3M | +5.2% | -28.0% | +33.1% | +8.2% |
| 6M | +3.7% | -21.2% | +25.0% | +5.2% |
| YTD | +15.8% | -17.4% | +33.2% | +16.5% |
| 1Y | +17.4% | +33.6% | -16.2% | +11.6% |
| 3Y | +116.9% | +419.7% | -302.7% | +54.0% |
| 5Y | +117.3% | +241.7% | -124.4% | +63.7% |
| 10Y | +193.8% | +180.8% | +13.0% | +121.1% |
| All | +763.1% | +243.1% | +520.1% | +477.2% |
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