+14.1%
PCG vs ECHO
+260.3%
-246.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.2% | -7.2% | -2.2% |
| 7D | -1.6% | -2.4% | +0.8% | -1.5% |
| 30D | +1.4% | -3.1% | +4.5% | +1.5% |
| 3M | -23.4% | +8.7% | -32.1% | -23.8% |
| 6M | -19.4% | -24.8% | +5.4% | -18.5% |
| YTD | -18.5% | -13.0% | -5.5% | -18.6% |
| 1Y | -19.5% | +33.9% | -53.5% | -21.8% |
| 3Y | -21.0% | +791.8% | -812.8% | -38.9% |
| All | +14.1% | +260.3% | -246.2% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling