+41.2%
ECHO vs PCOR
-4.6%
+45.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +2.9% |
| 7D | +2.2% | +20.7% | -18.5% | +1.9% |
| 30D | +9.8% | +35.7% | -25.8% | +9.0% |
| 3M | +16.8% | +31.1% | -14.2% | +15.9% |
| 6M | -18.1% | +43.1% | -61.2% | -18.3% |
| YTD | -4.2% | +4.8% | -9.0% | +9.5% |
| 1Y | +41.2% | -3.7% | +44.9% | +69.0% |
| All | +41.2% | -4.6% | +45.8% | +69.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling