+37.2%
ECHO vs PCOR
-4.3%
+41.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.5% | +5.4% | +6.9% |
| 7D | +3.0% | +22.2% | -19.2% | +2.7% |
| 30D | +6.7% | +36.0% | -29.3% | +5.9% |
| 3M | +12.4% | +34.0% | -21.6% | +11.4% |
| 6M | -20.4% | +43.5% | -63.9% | -20.6% |
| YTD | -6.9% | +5.1% | -12.0% | +6.4% |
| All | +37.2% | -4.3% | +41.5% | +64.2% |
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 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