+34.2%
ECHO vs PPG
+38.5%
-4.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.0% | -8.2% | -4.3% |
| 7D | +4.6% | +7.5% | -2.9% | +2.7% |
| 30D | +0.4% | +20.9% | -20.5% | -4.3% |
| 3M | +7.7% | +8.7% | -1.0% | +5.4% |
| 6M | -18.0% | +23.8% | -41.9% | -22.4% |
| YTD | -9.3% | +26.5% | -35.8% | -15.5% |
| 1Y | +34.2% | +37.6% | -3.4% | +23.4% |
| All | +34.2% | +38.5% | -4.2% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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