+791.8%
ECHO vs PTC
+32.2%
+759.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.2% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -3.1% | +0.8% | -3.9% | -3.3% |
| 3M | +8.7% | +32.1% | -23.4% | +2.3% |
| 6M | -24.8% | +42.6% | -67.4% | -31.1% |
| YTD | -13.0% | +12.0% | -24.9% | -12.4% |
| 1Y | +33.9% | +12.2% | +21.8% | +34.3% |
| 3Y | +791.8% | +31.2% | +760.6% | +457.2% |
| All | +791.8% | +32.2% | +759.6% | +457.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling