-11.8%
PYPL vs ECHO
+436.9%
-448.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.0% | -7.3% | -3.5% |
| 7D | +1.7% | +8.6% | -6.8% | +1.1% |
| 30D | -9.7% | +3.8% | -13.5% | -10.0% |
| 3M | +29.2% | -19.9% | +49.1% | +31.0% |
| 6M | +13.9% | -12.1% | +25.9% | +14.4% |
| YTD | -8.1% | -14.1% | +6.0% | -7.6% |
| 1Y | -21.4% | +15.9% | -37.2% | -22.8% |
| 3Y | -11.8% | +417.8% | -429.7% | -28.0% |
| All | -11.8% | +436.9% | -448.7% | -28.0% |
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