+241.6%
ECHO vs PTC
+6.0%
+235.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | +1.4% |
| 7D | +3.4% | -10.3% | +13.7% | +6.0% |
| 30D | +2.4% | +1.1% | +1.2% | +1.7% |
| 3M | -28.0% | +1.6% | -29.6% | -28.9% |
| 6M | -21.2% | -13.5% | -7.8% | -18.7% |
| YTD | -17.4% | -19.1% | +1.7% | -13.0% |
| 1Y | +33.6% | -33.9% | +67.5% | +49.5% |
| 3Y | +419.7% | -3.9% | +423.6% | +407.7% |
| All | +241.6% | +6.0% | +235.5% | +204.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling