+17.0%
PG vs ECHO
+34.5%
-17.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.3% | +6.5% | +3.1% |
| 7D | +5.7% | +4.6% | +1.1% | +5.9% |
| 30D | +15.4% | +0.4% | +15.0% | +15.7% |
| 3M | +13.8% | +7.7% | +6.1% | +14.3% |
| 6M | +18.3% | -18.0% | +36.4% | +18.1% |
| YTD | +20.1% | -9.3% | +29.4% | +21.3% |
| 1Y | +17.0% | +34.2% | -17.2% | +23.8% |
| All | +17.0% | +34.5% | -17.5% | +23.8% |
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