+104.3%
PBR vs TECK
+64.4%
+39.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.3% | +8.5% | +3.1% |
| 7D | +4.2% | -4.2% | +8.5% | +4.9% |
| 30D | +22.7% | -0.4% | +23.1% | +22.6% |
| 3M | +21.5% | +10.1% | +11.4% | +18.8% |
| 6M | +24.0% | +26.0% | -2.0% | +16.8% |
| YTD | +88.2% | +38.0% | +50.2% | +73.0% |
| 1Y | +74.8% | +63.8% | +11.0% | +53.5% |
| All | +104.3% | +64.4% | +39.9% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling