+144.9%
ECHO vs PFGC
+351.0%
-206.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.6% |
| 7D | +5.7% | +3.4% | +2.3% | +4.8% |
| 30D | +13.8% | +16.9% | -3.1% | +8.3% |
| 3M | +9.1% | +6.4% | +2.7% | +6.5% |
| 6M | -24.9% | +16.0% | -40.9% | -28.9% |
| YTD | -8.0% | +23.6% | -31.6% | -14.7% |
| 1Y | +42.9% | +16.6% | +26.3% | +34.5% |
| 3Y | +926.7% | +82.3% | +844.4% | +754.4% |
| 5Y | +230.4% | +138.7% | +91.6% | +148.9% |
| All | +144.9% | +351.0% | -206.1% | +51.9% |
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