+191.3%
ECHO vs PFG
+239.8%
-48.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -1.8% |
| 7D | +5.3% | +3.2% | +2.1% | +3.6% |
| 30D | +2.4% | +0.9% | +1.5% | +1.8% |
| 3M | -21.8% | +7.7% | -29.5% | -25.1% |
| 6M | -16.9% | +29.0% | -45.9% | -27.6% |
| YTD | -16.0% | +32.5% | -48.5% | -28.2% |
| 1Y | +9.3% | +47.3% | -38.0% | -11.7% |
| 3Y | +406.2% | +68.2% | +338.0% | +284.7% |
| 5Y | +251.0% | +108.5% | +142.5% | +137.1% |
| 10Y | +191.3% | +241.4% | -50.1% | +42.2% |
| All | +191.3% | +239.8% | -48.5% | +42.2% |
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