+259.8%
ECHO vs PPG
-24.1%
+283.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +3.7% | -6.2% | +10.0% | +7.0% |
| 30D | +0.7% | -7.9% | +8.6% | +4.8% |
| 3M | -27.3% | -10.2% | -17.1% | -23.8% |
| 6M | -17.0% | +2.7% | -19.6% | -19.2% |
| YTD | -14.3% | +4.9% | -19.2% | -18.6% |
| 1Y | +20.9% | -3.2% | +24.1% | +19.7% |
| 3Y | +423.0% | -17.0% | +440.0% | +459.1% |
| All | +259.8% | -24.1% | +283.8% | +277.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling