+206.9%
PWR vs ECHO
+405.9%
-199.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.4% | -1.7% |
| 7D | +2.7% | +5.3% | -2.7% | +2.2% |
| 30D | -5.1% | +2.4% | -7.6% | -5.3% |
| 3M | -9.4% | -21.8% | +12.4% | -8.0% |
| 6M | +10.4% | -16.9% | +27.3% | +11.5% |
| YTD | +48.6% | -16.0% | +64.6% | +49.6% |
| 1Y | +68.0% | +9.3% | +58.7% | +66.0% |
| All | +206.9% | +405.9% | -199.0% | +159.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling