-50.9%
PCG vs ECHO
+216.6%
-267.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -13.9% | +3.4% | -17.3% | -14.2% |
| 30D | -16.9% | +2.4% | -19.2% | -17.1% |
| 3M | -14.7% | -28.0% | +13.2% | -12.0% |
| 6M | -23.8% | -21.2% | -2.6% | -22.5% |
| YTD | -10.5% | -17.4% | +6.9% | -9.9% |
| 1Y | -5.1% | +33.6% | -38.7% | -10.4% |
| 3Y | -11.6% | +419.7% | -431.3% | -38.8% |
| 5Y | +59.0% | +241.7% | -182.7% | +17.2% |
| 10Y | -75.7% | +180.8% | -256.5% | -82.1% |
| All | -50.9% | +216.6% | -267.5% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling