+829.5%
ECHO vs PCOR
+44.3%
+785.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +19.7% | -22.9% | -7.7% |
| 7D | +4.6% | +21.8% | -17.3% | -0.7% |
| 30D | +0.4% | +39.5% | -39.1% | -8.0% |
| 3M | +7.7% | +35.2% | -27.6% | -1.2% |
| 6M | -18.0% | +21.7% | -39.8% | -22.8% |
| YTD | -9.3% | +3.9% | -13.2% | -10.1% |
| 1Y | +34.2% | +6.9% | +27.3% | +30.8% |
| All | +829.5% | +44.3% | +785.2% | +626.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling