+238.8%
PG vs ECHO
+222.0%
+16.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.9% |
| 7D | -3.4% | +5.3% | -8.7% | -3.7% |
| 30D | -2.6% | +2.4% | -5.0% | -2.8% |
| 3M | -3.3% | -21.8% | +18.5% | -2.1% |
| 6M | -6.7% | -16.9% | +10.2% | -6.1% |
| YTD | +1.7% | -16.0% | +17.7% | +2.1% |
| 1Y | -7.9% | +9.3% | -17.2% | -9.4% |
| 3Y | +0.9% | +406.2% | -405.3% | -18.2% |
| 5Y | +12.6% | +251.0% | -238.3% | -5.8% |
| 10Y | +117.2% | +191.3% | -74.1% | +79.8% |
| All | +238.8% | +222.0% | +16.8% | +138.1% |
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