+38.8%
PYPL vs ECHO
+187.5%
-148.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.6% |
| 7D | -4.3% | +5.3% | -9.7% | -5.0% |
| 30D | -11.5% | +2.4% | -13.9% | -11.8% |
| 3M | +26.1% | -21.8% | +47.9% | +29.9% |
| 6M | +13.7% | -16.9% | +30.6% | +15.4% |
| YTD | -9.8% | -16.0% | +6.1% | -8.9% |
| 1Y | -22.1% | +9.3% | -31.3% | -24.4% |
| 3Y | -13.5% | +406.2% | -419.7% | -43.5% |
| 5Y | -81.6% | +251.0% | -332.6% | -87.0% |
| 10Y | +38.8% | +191.3% | -152.5% | +9.4% |
| All | +38.8% | +187.5% | -148.8% | +9.4% |
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 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