+423.0%
ECHO vs PGR
+75.0%
+348.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.5% |
| 7D | +3.7% | -0.6% | +4.3% | +3.6% |
| 30D | +0.7% | +4.9% | -4.3% | +1.6% |
| 3M | -27.3% | +7.6% | -35.0% | -26.3% |
| 6M | -17.0% | +8.3% | -25.2% | -15.6% |
| YTD | -14.3% | +1.7% | -16.0% | -13.0% |
| 1Y | +20.9% | -6.8% | +27.7% | +22.2% |
| 3Y | +423.0% | +73.4% | +349.5% | +631.5% |
| All | +423.0% | +75.0% | +348.0% | +631.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling