+34.2%
ECHO vs PFG
+46.8%
-12.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.1% | -7.4% | -3.7% |
| 7D | +4.6% | +4.9% | -0.3% | +4.0% |
| 30D | +0.4% | +5.7% | -5.2% | -0.2% |
| 3M | +7.7% | +2.6% | +5.1% | +7.3% |
| 6M | -18.0% | +19.8% | -37.8% | -21.2% |
| YTD | -9.3% | +36.3% | -45.6% | -18.2% |
| 1Y | +34.2% | +47.9% | -13.7% | +16.6% |
| All | +34.2% | +46.8% | -12.6% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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