+191.3%
ECHO vs PFGC
+287.3%
-96.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | +5.3% | -3.7% | +9.1% | +6.4% |
| 30D | +2.4% | -16.0% | +18.4% | +7.4% |
| 3M | -21.8% | -4.1% | -17.7% | -21.2% |
| 6M | -16.9% | +8.7% | -25.6% | -19.5% |
| YTD | -16.0% | +6.4% | -22.3% | -18.3% |
| 1Y | +9.3% | -8.4% | +17.6% | +10.7% |
| 3Y | +406.2% | +61.8% | +344.5% | +338.5% |
| 5Y | +251.0% | +108.7% | +142.3% | +175.9% |
| 10Y | +191.3% | +298.1% | -106.9% | +87.4% |
| All | +191.3% | +287.3% | -96.1% | +87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling