+2.9%
PCG vs ECHO
+14.6%
-11.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.0% | -0.4% | +3.6% |
| 7D | +5.4% | +8.6% | -3.2% | +5.4% |
| 30D | -15.1% | +3.8% | -18.9% | -15.1% |
| 3M | -9.8% | -19.9% | +10.1% | -10.1% |
| 6M | -18.0% | -12.1% | -5.9% | -18.4% |
| YTD | -7.2% | -14.1% | +6.8% | -8.5% |
| 1Y | +2.9% | +15.9% | -13.0% | +1.5% |
| All | +2.9% | +14.6% | -11.7% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling