+257.6%
ECHO vs PCOR
-10.3%
+267.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -2.4% | +22.7% | -25.1% | -6.2% |
| 30D | -3.1% | +37.5% | -40.6% | -8.9% |
| 3M | +8.7% | +35.2% | -26.5% | +2.1% |
| 6M | -24.8% | +42.2% | -67.0% | -30.4% |
| YTD | -13.0% | +3.6% | -16.5% | -15.0% |
| 1Y | +33.9% | -4.8% | +38.7% | +33.1% |
| 3Y | +791.8% | +48.3% | +743.5% | +714.1% |
| 5Y | +261.7% | -20.1% | +281.8% | +224.0% |
| All | +257.6% | -10.3% | +267.9% | +218.8% |
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