+259.3%
ECHO vs PFG
+110.7%
+148.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +4.9% |
| 7D | +8.6% | +6.0% | +2.6% | +4.8% |
| 30D | +3.8% | +2.2% | +1.5% | +2.2% |
| 3M | -19.9% | +10.4% | -30.3% | -25.0% |
| 6M | -12.1% | +27.8% | -39.8% | -25.1% |
| YTD | -14.1% | +33.6% | -47.7% | -29.3% |
| 1Y | +15.9% | +49.3% | -33.4% | -11.4% |
| 3Y | +417.8% | +69.7% | +348.1% | +265.0% |
| 5Y | +259.3% | +111.3% | +148.0% | +126.9% |
| All | +259.3% | +110.7% | +148.6% | +126.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling