-71.8%
PYPL vs ECHO
+227.9%
-299.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.5% |
| 7D | +0.1% | +5.7% | -5.6% | -0.6% |
| 30D | +5.7% | +13.8% | -8.1% | +3.9% |
| 3M | -1.9% | +9.1% | -11.0% | -3.2% |
| 6M | +31.8% | -24.9% | +56.8% | +35.2% |
| YTD | +2.4% | -8.0% | +10.4% | +2.0% |
| 1Y | -8.2% | +42.9% | -51.1% | -13.3% |
| 3Y | +10.2% | +926.7% | -916.5% | -34.5% |
| All | -71.8% | +227.9% | -299.7% | -77.5% |
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