+159.0%
ECHO vs PTC
+326.2%
-167.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.4% | +6.5% | +6.8% |
| 7D | +3.0% | +0.8% | +2.2% | +2.8% |
| 30D | +6.7% | +0.7% | +6.0% | +6.5% |
| 3M | +12.4% | +32.6% | -20.2% | +3.0% |
| 6M | -20.4% | +33.6% | -54.0% | -27.9% |
| YTD | -6.9% | +12.4% | -19.3% | -11.5% |
| 1Y | +37.7% | +11.2% | +26.5% | +31.1% |
| 3Y | +902.9% | +31.7% | +871.2% | +794.1% |
| 5Y | +275.3% | +60.1% | +215.3% | +209.8% |
| 10Y | +159.0% | +317.2% | -158.2% | +55.3% |
| All | +159.0% | +326.2% | -167.2% | +55.3% |
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