+12.2%
PCAR vs ECHO
+34.5%
-22.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.3% | +7.3% | +4.3% |
| 7D | +3.7% | +4.6% | -0.9% | +3.3% |
| 30D | -2.9% | +0.4% | -3.3% | -3.0% |
| 3M | -21.7% | +7.7% | -29.4% | -22.3% |
| 6M | -6.6% | -18.0% | +11.4% | -5.1% |
| YTD | -2.2% | -9.3% | +7.0% | -3.5% |
| 1Y | +12.2% | +34.2% | -22.0% | +3.7% |
| All | +12.2% | +34.5% | -22.3% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 1y: compounded portfolio wealth divided by compounded ECHO 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…
1y analysis · Full analysis span regression · 6 months rolling