+33.6%
ECHO vs PTC
-33.3%
+66.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | -0.4% |
| 7D | +3.4% | -10.3% | +13.7% | +2.7% |
| 30D | +2.4% | +1.1% | +1.2% | +2.4% |
| 3M | -28.0% | +1.6% | -29.6% | -27.6% |
| 6M | -21.2% | -13.5% | -7.8% | -17.0% |
| YTD | -17.4% | -19.1% | +1.7% | -12.2% |
| 1Y | +33.6% | -33.9% | +67.5% | +33.2% |
| All | +33.6% | -33.3% | +66.8% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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