+1,831.6%
PWR vs ECHO
+144.4%
+1,687.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.0% |
| 7D | +11.3% | +5.7% | +5.6% | +10.3% |
| 30D | -8.9% | +13.8% | -22.7% | -10.5% |
| 3M | -10.5% | +9.1% | -19.6% | -11.5% |
| 6M | -22.2% | -24.9% | +2.8% | -19.0% |
| YTD | +42.7% | -8.0% | +50.8% | +42.8% |
| 1Y | +41.1% | +42.9% | -1.8% | +31.5% |
| 3Y | +242.7% | +926.7% | -683.9% | +77.0% |
| 5Y | +418.5% | +230.4% | +188.2% | +273.6% |
| All | +1,831.6% | +144.4% | +1,687.2% | +1,365.8% |
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