+253.7%
ECHO vs PPG
+362.9%
-109.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +5.3% |
| 7D | +8.6% | 0.0% | +8.6% | +8.5% |
| 30D | +3.8% | -7.8% | +11.5% | +7.8% |
| 3M | -19.9% | -2.2% | -17.7% | -19.5% |
| 6M | -12.1% | +4.1% | -16.2% | -15.0% |
| YTD | -14.1% | +9.1% | -23.1% | -19.5% |
| 1Y | +15.9% | +1.0% | +14.9% | +12.5% |
| 3Y | +417.8% | -13.3% | +431.1% | +442.6% |
| 5Y | +259.3% | -19.2% | +278.5% | +279.3% |
| 10Y | +192.7% | +25.9% | +166.8% | +137.4% |
| All | +253.7% | +362.9% | -109.1% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling