+2,521.4%
PWR vs ECHO
+197.5%
+2,323.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +4.9% |
| 7D | +4.2% | +3.7% | +0.5% | +3.6% |
| 30D | -4.0% | +0.7% | -4.7% | -4.1% |
| 3M | -4.8% | -27.3% | +22.5% | -0.3% |
| 6M | +14.6% | -17.0% | +31.6% | +17.0% |
| YTD | +54.2% | -14.3% | +68.6% | +55.8% |
| 1Y | +67.1% | +20.9% | +46.2% | +59.3% |
| 3Y | +218.5% | +423.0% | -204.5% | +95.3% |
| 5Y | +466.3% | +265.7% | +200.6% | +276.1% |
| All | +2,521.4% | +197.5% | +2,323.9% | +1,683.0% |
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