-75.2%
PCG vs ECHO
+193.6%
-268.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.0% | -0.4% | +3.2% |
| 7D | +5.4% | +8.6% | -3.2% | +4.6% |
| 30D | -15.1% | +3.8% | -18.9% | -15.4% |
| 3M | -9.8% | -19.9% | +10.1% | -8.2% |
| 6M | -18.0% | -12.1% | -5.9% | -17.7% |
| YTD | -7.2% | -14.1% | +6.8% | -7.1% |
| 1Y | +2.9% | +15.9% | -13.0% | -0.5% |
| 3Y | -11.1% | +417.8% | -428.9% | -36.5% |
| 5Y | +61.8% | +259.3% | -197.5% | +23.5% |
| 10Y | -75.2% | +192.7% | -267.9% | -80.9% |
| All | -75.2% | +193.6% | -268.7% | -80.9% |
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 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