+260.6%
ECHO vs PFGC
+105.5%
+155.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.0% |
| 7D | +2.3% | -4.8% | +7.1% | +4.0% |
| 30D | +4.4% | -17.2% | +21.6% | +11.1% |
| 3M | -20.3% | -6.3% | -14.0% | -19.1% |
| 6M | -15.3% | +8.8% | -24.2% | -18.9% |
| YTD | -15.5% | +4.9% | -20.4% | -18.3% |
| 1Y | +15.0% | -9.5% | +24.5% | +17.1% |
| 3Y | +409.1% | +59.6% | +349.6% | +329.5% |
| 5Y | +260.6% | +113.5% | +147.1% | +167.5% |
| All | +260.6% | +105.5% | +155.1% | +167.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling