+34.2%
ECHO vs PGR
+21.4%
+12.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.7% | -2.2% |
| 7D | +4.6% | +4.1% | +0.5% | +6.3% |
| 30D | +0.4% | +10.4% | -10.0% | +4.8% |
| 3M | +7.7% | +11.4% | -3.8% | +13.1% |
| 6M | -18.0% | +17.9% | -36.0% | -11.2% |
| YTD | -9.3% | +9.8% | -19.0% | -0.2% |
| 1Y | +34.2% | +19.3% | +14.9% | +49.3% |
| All | +34.2% | +21.4% | +12.9% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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