+462.6%
PWR vs ECHO
+260.7%
+201.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.7% | +2.0% |
| 7D | +4.5% | +8.6% | -4.1% | +3.8% |
| 30D | -4.9% | +3.8% | -8.6% | -5.2% |
| 3M | -7.9% | -19.9% | +12.0% | -6.4% |
| 6M | +18.3% | -12.1% | +30.4% | +19.1% |
| YTD | +51.5% | -14.1% | +65.6% | +52.4% |
| 1Y | +70.3% | +15.9% | +54.5% | +66.9% |
| 3Y | +210.6% | +417.8% | -207.3% | +150.7% |
| All | +462.6% | +260.7% | +201.9% | +370.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling