+2,351.1%
PWR vs ECHO
+216.6%
+2,134.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +3.6% | +3.4% | +0.2% | +2.8% |
| 30D | -8.6% | +2.4% | -10.9% | -9.1% |
| 3M | -13.2% | -28.0% | +14.8% | -6.8% |
| 6M | +9.9% | -21.2% | +31.1% | +14.6% |
| YTD | +48.0% | -17.4% | +65.4% | +51.3% |
| 1Y | +66.2% | +33.6% | +32.6% | +49.7% |
| 3Y | +195.1% | +419.7% | -224.6% | +39.8% |
| 5Y | +442.6% | +241.7% | +200.9% | +187.5% |
| 10Y | +2,334.2% | +180.8% | +2,153.5% | +1,221.9% |
| All | +2,351.1% | +216.6% | +2,134.5% | +801.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling