+191.3%
ECHO vs PTC
+196.2%
-4.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.0% | -1.4% |
| 7D | +5.3% | -13.6% | +18.9% | +9.3% |
| 30D | +2.4% | -14.7% | +17.1% | +6.5% |
| 3M | -21.8% | -5.9% | -15.9% | -21.6% |
| 6M | -16.9% | -21.1% | +4.2% | -12.6% |
| YTD | -16.0% | -26.0% | +10.0% | -10.0% |
| 1Y | +9.3% | -36.8% | +46.1% | +22.5% |
| 3Y | +406.2% | -10.3% | +416.5% | +403.5% |
| 5Y | +251.0% | +1.2% | +249.8% | +229.3% |
| 10Y | +191.3% | +198.3% | -7.0% | +85.5% |
| All | +191.3% | +196.2% | -4.9% | +85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling