-10.5%
PCG vs ECHO
+423.0%
-433.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -13.9% | +3.4% | -17.3% | -13.9% |
| 30D | -16.9% | +2.4% | -19.2% | -16.9% |
| 3M | -14.7% | -28.0% | +13.2% | -13.9% |
| 6M | -23.8% | -21.2% | -2.6% | -23.5% |
| YTD | -10.5% | -17.4% | +6.9% | -10.4% |
| 1Y | -5.1% | +33.6% | -38.7% | -7.0% |
| All | -10.5% | +423.0% | -433.5% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling