+144.9%
ECHO vs PFG
+184.0%
-39.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.6% |
| 7D | +5.7% | +2.4% | +3.3% | +4.6% |
| 30D | +13.8% | +5.9% | +8.0% | +10.6% |
| 3M | +9.1% | -0.4% | +9.5% | +8.9% |
| 6M | -24.9% | +14.8% | -39.8% | -30.7% |
| YTD | -8.0% | +31.9% | -39.9% | -21.4% |
| 1Y | +42.9% | +38.8% | +4.1% | +19.0% |
| 3Y | +926.7% | +82.4% | +844.3% | +644.8% |
| 5Y | +230.4% | +94.7% | +135.7% | +130.1% |
| All | +144.9% | +184.0% | -39.1% | +28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling