+277.9%
ECHO vs PCOR
-7.6%
+285.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +5.7% | +3.0% | +2.6% | +5.2% |
| 30D | +13.8% | +38.7% | -24.9% | +6.9% |
| 3M | +9.1% | +24.9% | -15.8% | +4.1% |
| 6M | -24.9% | +68.8% | -93.7% | -32.8% |
| YTD | -8.0% | +6.7% | -14.7% | -10.6% |
| 1Y | +42.9% | +3.0% | +39.9% | +39.9% |
| 3Y | +926.7% | +48.6% | +878.1% | +835.6% |
| 5Y | +230.4% | -12.7% | +243.0% | +194.6% |
| All | +277.9% | -7.6% | +285.5% | +235.2% |
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