-76.7%
PCG vs ECHO
+168.8%
-245.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.9% | -5.6% | +0.6% |
| 7D | -1.1% | +3.0% | -4.1% | -1.4% |
| 30D | +0.1% | +6.7% | -6.6% | -0.7% |
| 3M | -24.4% | +12.4% | -36.8% | -25.4% |
| 6M | -17.7% | -20.4% | +2.8% | -16.4% |
| YTD | -17.4% | -6.9% | -10.5% | -18.1% |
| 1Y | -19.4% | +37.7% | -57.1% | -23.4% |
| 3Y | -18.6% | +902.9% | -921.5% | -48.7% |
| 5Y | +10.2% | +275.3% | -265.1% | -15.7% |
| 10Y | -76.7% | +159.0% | -235.7% | -80.4% |
| All | -76.7% | +168.8% | -245.5% | -80.4% |
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