+13.4%
PG vs ECHO
+262.7%
-249.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.6% |
| 7D | -0.8% | +3.7% | -4.5% | -0.8% |
| 30D | +0.8% | +0.7% | +0.1% | +0.8% |
| 3M | -1.3% | -27.3% | +26.0% | -1.0% |
| 6M | -3.8% | -17.0% | +13.1% | -3.7% |
| YTD | +3.6% | -14.3% | +17.9% | +3.7% |
| 1Y | -5.7% | +20.9% | -26.6% | -6.2% |
| 3Y | +1.6% | +423.0% | -421.4% | -3.3% |
| All | +13.4% | +262.7% | -249.3% | +11.5% |
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 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