+9.3%
ECHO vs PFG
+47.8%
-38.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -2.0% |
| 7D | +5.3% | +3.2% | +2.1% | +4.4% |
| 30D | +2.4% | +0.9% | +1.5% | +2.1% |
| 3M | -21.8% | +7.7% | -29.5% | -23.4% |
| 6M | -16.9% | +29.0% | -45.9% | -23.4% |
| YTD | -16.0% | +32.5% | -48.5% | -24.8% |
| 1Y | +9.3% | +47.3% | -38.0% | -7.2% |
| All | +9.3% | +47.8% | -38.5% | -7.2% |
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 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