+282.4%
ECHO vs PCOR
-9.0%
+291.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.5% | +5.4% | +6.7% |
| 7D | +3.0% | +22.2% | -19.2% | -0.9% |
| 30D | +6.7% | +36.0% | -29.3% | +0.5% |
| 3M | +12.4% | +34.0% | -21.6% | +5.8% |
| 6M | -20.4% | +43.5% | -63.9% | -26.5% |
| YTD | -6.9% | +5.1% | -12.0% | -9.3% |
| 1Y | +37.7% | -3.9% | +41.7% | +36.7% |
| 3Y | +902.9% | +52.9% | +850.0% | +811.3% |
| 5Y | +275.3% | -18.7% | +294.0% | +235.4% |
| All | +282.4% | -9.0% | +291.4% | +240.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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