+293.0%
PCAR vs ECHO
+168.8%
+124.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.9% | -3.3% | +3.0% |
| 7D | +2.9% | +3.0% | -0.1% | +2.5% |
| 30D | -2.1% | +6.7% | -8.8% | -3.0% |
| 3M | -20.4% | +12.4% | -32.7% | -21.6% |
| 6M | -7.0% | -20.4% | +13.4% | -5.4% |
| YTD | -2.6% | -6.9% | +4.3% | -3.2% |
| 1Y | +9.8% | +37.7% | -27.9% | +4.4% |
| 3Y | +37.3% | +902.9% | -865.6% | -15.8% |
| 5Y | +116.4% | +275.3% | -158.9% | +64.4% |
| 10Y | +293.0% | +159.0% | +133.9% | +202.6% |
| All | +293.0% | +168.8% | +124.2% | +202.6% |
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