+407.1%
ECHO vs PCOR
-14.4%
+421.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +1.0% |
| 7D | +3.4% | -9.0% | +12.4% | +5.7% |
| 30D | +2.4% | +4.2% | -1.8% | +1.0% |
| 3M | -28.0% | +14.4% | -42.4% | -30.8% |
| 6M | -21.2% | +0.2% | -21.4% | -22.7% |
| YTD | -17.4% | -20.3% | +2.9% | -12.6% |
| 1Y | +33.6% | -16.1% | +49.7% | +37.5% |
| All | +407.1% | -14.4% | +421.5% | +377.2% |
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 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