+192.5%
ECHO vs PGR
+825.1%
-632.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +3.7% | -0.6% | +4.3% | +3.8% |
| 30D | +0.7% | +4.9% | -4.3% | -0.3% |
| 3M | -27.3% | +7.6% | -35.0% | -28.9% |
| 6M | -17.0% | +8.3% | -25.2% | -19.2% |
| YTD | -14.3% | +1.7% | -16.0% | -15.4% |
| 1Y | +20.9% | -6.8% | +27.7% | +21.7% |
| 3Y | +423.0% | +73.4% | +349.5% | +334.3% |
| 5Y | +265.7% | +161.2% | +104.5% | +154.1% |
| All | +192.5% | +825.1% | -632.7% | +37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling