+427.0%
PCAR vs ECHO
+233.6%
+193.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.2% | -7.6% | -3.4% |
| 7D | +0.1% | -2.4% | +2.5% | +0.4% |
| 30D | -4.6% | -3.1% | -1.4% | -4.4% |
| 3M | -22.6% | +8.7% | -31.3% | -24.4% |
| 6M | -12.0% | -24.8% | +12.8% | -8.3% |
| YTD | -6.1% | -13.0% | +6.9% | -6.2% |
| 1Y | +6.3% | +33.9% | -27.6% | -3.1% |
| 3Y | +31.8% | +791.8% | -760.0% | -42.4% |
| 5Y | +104.2% | +261.7% | -157.5% | +14.9% |
| 10Y | +302.9% | +157.3% | +145.6% | +139.9% |
| All | +427.0% | +233.6% | +193.4% | +111.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling