+386.6%
PSX vs ECHO
+187.5%
+199.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.9% | +1.0% |
| 7D | +1.8% | +5.3% | -3.5% | +1.0% |
| 30D | +21.6% | +2.4% | +19.2% | +21.1% |
| 3M | +46.5% | -21.8% | +68.3% | +50.8% |
| 6M | +62.0% | -16.9% | +78.9% | +63.9% |
| YTD | +106.3% | -16.0% | +122.3% | +107.1% |
| 1Y | +103.0% | +9.3% | +93.7% | +94.3% |
| 3Y | +135.5% | +406.2% | -270.7% | +37.4% |
| 5Y | +368.5% | +251.0% | +117.6% | +204.9% |
| 10Y | +386.6% | +191.3% | +195.3% | +235.6% |
| All | +386.6% | +187.5% | +199.0% | +235.6% |
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