+35.4%
PCAR vs ECHO
+881.3%
-845.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.5% |
| 7D | +2.1% | +9.1% | -7.0% | +1.8% |
| 30D | -1.2% | +7.2% | -8.4% | -1.5% |
| 3M | -18.6% | +6.1% | -24.7% | -18.8% |
| 6M | -5.1% | -24.2% | +19.1% | -4.5% |
| YTD | -1.8% | -9.7% | +8.0% | -1.8% |
| 1Y | +10.6% | +40.9% | -30.3% | +9.4% |
| All | +35.4% | +881.3% | -845.9% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling