+293.7%
ECHO vs PCOR
-9.2%
+302.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +2.2% | +20.7% | -18.5% | -1.5% |
| 30D | +9.8% | +35.7% | -25.8% | +3.5% |
| 3M | +16.8% | +31.1% | -14.2% | +10.4% |
| 6M | -18.1% | +43.1% | -61.2% | -24.3% |
| YTD | -4.2% | +4.8% | -9.0% | -6.6% |
| 1Y | +41.2% | -3.7% | +44.9% | +40.1% |
| 3Y | +943.7% | +46.5% | +897.1% | +853.6% |
| 5Y | +277.5% | -17.3% | +294.8% | +237.5% |
| All | +293.7% | -9.2% | +302.9% | +250.3% |
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