-76.4%
PCG vs ECHO
+155.6%
-232.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.8% |
| 7D | -2.2% | +3.6% | -5.9% | -2.6% |
| 30D | -0.5% | +7.5% | -7.9% | -1.3% |
| 3M | -24.0% | +16.2% | -40.1% | -25.2% |
| 6M | -18.6% | -20.9% | +2.2% | -17.4% |
| YTD | -17.7% | -6.0% | -11.7% | -18.4% |
| 1Y | -20.0% | +43.4% | -63.4% | -24.4% |
| 3Y | -20.2% | +924.0% | -944.3% | -50.0% |
| 5Y | +8.4% | +249.6% | -241.3% | -15.2% |
| 10Y | -76.4% | +151.3% | -227.7% | -80.6% |
| All | -76.4% | +155.6% | -232.0% | -80.6% |
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