+1,248.2%
PANW vs TECK
+377.7%
+870.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | -0.8% | -3.8% | +3.1% | -0.2% |
| 30D | -14.6% | +0.7% | -15.3% | -14.8% |
| 3M | +18.3% | +4.6% | +13.7% | +17.0% |
| 6M | +100.5% | +25.1% | +75.4% | +91.5% |
| YTD | +79.5% | +39.2% | +40.3% | +67.4% |
| 1Y | +66.7% | +60.3% | +6.4% | +51.3% |
| 3Y | +161.2% | +62.9% | +98.3% | +130.7% |
| 5Y | +322.2% | +181.5% | +140.7% | +228.8% |
| All | +1,248.2% | +377.7% | +870.5% | +801.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 10y: compounded portfolio wealth divided by compounded TECK 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…
10y analysis · Full analysis span regression · 6 months rolling