-19.0%
PYPL vs ECHO
+40.1%
-59.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +2.4% | +3.4% | -1.0% | +2.1% |
| 30D | -5.1% | +2.4% | -7.5% | -5.4% |
| 3M | +28.6% | -28.0% | +56.5% | +32.6% |
| 6M | +17.9% | -21.2% | +39.2% | +19.8% |
| YTD | -5.3% | -17.4% | +12.1% | -4.3% |
| 1Y | -19.0% | +33.6% | -52.6% | -21.4% |
| All | -19.0% | +40.1% | -59.2% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling