+33.6%
ECHO vs PFGC
-5.1%
+38.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +3.4% | -2.2% | +5.6% | +3.8% |
| 30D | +2.4% | -11.9% | +14.3% | +4.6% |
| 3M | -28.0% | +5.0% | -33.0% | -30.2% |
| 6M | -21.2% | +8.6% | -29.8% | -24.6% |
| YTD | -17.4% | +9.7% | -27.1% | -21.8% |
| 1Y | +33.6% | -6.3% | +39.9% | +28.1% |
| All | +33.6% | -5.1% | +38.7% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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