+115.2%
PCAR vs ECHO
+227.9%
-112.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | +4.9% | +5.7% | -0.7% | +4.6% |
| 30D | -1.4% | +13.8% | -15.2% | -2.2% |
| 3M | -18.1% | +9.1% | -27.2% | -18.6% |
| 6M | -4.0% | -24.9% | +20.9% | -2.9% |
| YTD | -1.5% | -8.0% | +6.5% | -1.6% |
| 1Y | +13.2% | +42.9% | -29.7% | +10.4% |
| 3Y | +35.8% | +926.7% | -890.9% | +5.9% |
| All | +115.2% | +227.9% | -112.6% | +105.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling