+361.6%
PSX vs ECHO
+144.4%
+217.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.5% |
| 7D | +7.8% | +5.7% | +2.1% | +6.9% |
| 30D | -10.9% | +13.8% | -24.7% | -12.7% |
| 3M | +14.5% | +9.1% | +5.4% | +12.6% |
| 6M | +56.1% | -24.9% | +81.1% | +60.9% |
| YTD | +109.6% | -8.0% | +117.6% | +106.8% |
| 1Y | +95.5% | +42.9% | +52.6% | +79.2% |
| 3Y | +156.2% | +926.7% | -770.5% | +19.5% |
| 5Y | +310.0% | +230.4% | +79.6% | +188.6% |
| All | +361.6% | +144.4% | +217.3% | +241.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling