+359.1%
PCAR vs ECHO
+193.6%
+165.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.0% | -5.8% | -2.2% |
| 7D | 0.0% | +8.6% | -8.5% | -0.8% |
| 30D | -7.7% | +3.8% | -11.5% | -8.1% |
| 3M | +3.7% | -19.9% | +23.6% | +5.8% |
| 6M | +2.3% | -12.1% | +14.4% | +3.0% |
| YTD | +12.8% | -14.1% | +26.9% | +13.4% |
| 1Y | +27.8% | +15.9% | +11.9% | +23.9% |
| 3Y | +61.8% | +417.8% | -356.1% | +13.8% |
| 5Y | +168.2% | +259.3% | -91.1% | +102.3% |
| 10Y | +359.1% | +192.7% | +166.3% | +247.6% |
| All | +359.1% | +193.6% | +165.5% | +247.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling