+270.9%
ECHO vs PCOR
-8.1%
+278.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | +9.1% | +2.2% | +7.0% | +8.7% |
| 30D | +7.2% | +37.4% | -30.3% | +0.8% |
| 3M | +6.1% | +33.2% | -27.1% | 0.0% |
| 6M | -24.2% | +60.6% | -84.7% | -31.4% |
| YTD | -9.7% | +6.2% | -15.9% | -12.2% |
| 1Y | +40.9% | -1.1% | +42.0% | +39.1% |
| 3Y | +883.3% | +48.4% | +834.9% | +796.4% |
| 5Y | +224.2% | -13.1% | +237.3% | +189.4% |
| All | +270.9% | -8.1% | +278.9% | +229.3% |
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