+662.0%
PBR vs TECK
+377.7%
+284.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.2% |
| 7D | +5.4% | -3.8% | +9.2% | +6.9% |
| 30D | +22.9% | +0.7% | +22.1% | +21.9% |
| 3M | +19.6% | +4.6% | +15.0% | +15.5% |
| 6M | +16.5% | +25.1% | -8.6% | +1.7% |
| YTD | +86.7% | +39.2% | +47.5% | +53.8% |
| 1Y | +74.7% | +60.3% | +14.4% | +33.4% |
| 3Y | +102.6% | +62.9% | +39.7% | +42.4% |
| 5Y | +566.6% | +181.5% | +385.1% | +222.2% |
| All | +662.0% | +377.7% | +284.3% | +129.5% |
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