+247.8%
ECHO vs PGR
+1,889.1%
-1,641.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +2.3% | -3.4% | +5.7% | +3.3% |
| 30D | +4.4% | +1.8% | +2.6% | +3.6% |
| 3M | -20.3% | +5.9% | -26.2% | -22.5% |
| 6M | -15.3% | +4.6% | -19.9% | -17.9% |
| YTD | -15.5% | +1.1% | -16.6% | -17.2% |
| 1Y | +15.0% | -6.6% | +21.5% | +15.2% |
| 3Y | +409.1% | +74.2% | +334.9% | +300.3% |
| 5Y | +260.6% | +159.5% | +101.1% | +136.7% |
| 10Y | +193.0% | +813.4% | -620.5% | +14.4% |
| All | +247.8% | +1,889.1% | -1,641.3% | -6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling