+415.7%
ECHO vs PPG
-17.7%
+433.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +1.7% |
| 7D | +2.3% | -5.1% | +7.4% | +5.2% |
| 30D | +4.4% | -9.6% | +14.0% | +10.2% |
| 3M | -20.3% | -6.4% | -13.9% | -17.9% |
| 6M | -15.3% | +0.5% | -15.9% | -17.2% |
| YTD | -15.5% | +4.4% | -19.9% | -21.2% |
| 1Y | +15.0% | -0.9% | +15.9% | +11.0% |
| All | +415.7% | -17.7% | +433.4% | +475.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling