+240.0%
ECHO vs PTC
+692.7%
-452.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | +2.0% |
| 7D | +3.4% | -10.3% | +13.7% | +7.0% |
| 30D | +2.4% | +1.1% | +1.2% | +1.5% |
| 3M | -28.0% | +1.6% | -29.6% | -29.4% |
| 6M | -21.2% | -13.5% | -7.8% | -19.1% |
| YTD | -17.4% | -19.1% | +1.7% | -13.3% |
| 1Y | +33.6% | -33.9% | +67.5% | +49.7% |
| 3Y | +419.7% | -3.9% | +423.6% | +405.8% |
| 5Y | +241.7% | +6.0% | +235.7% | +211.7% |
| 10Y | +180.8% | +223.7% | -43.0% | +54.5% |
| All | +240.0% | +692.7% | -452.7% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling