+2,581.7%
PBR vs TECK
+2,212.2%
+369.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.7% | +1.5% |
| 7D | +0.3% | +4.9% | -4.5% | -1.8% |
| 30D | +17.5% | +5.2% | +12.3% | +14.6% |
| 3M | +20.9% | +13.8% | +7.1% | +12.1% |
| 6M | +20.2% | +38.5% | -18.2% | -0.4% |
| YTD | +84.3% | +47.3% | +36.9% | +46.7% |
| 1Y | +77.1% | +81.0% | -3.9% | +26.7% |
| 3Y | +100.8% | +79.9% | +20.9% | +33.6% |
| 5Y | +556.1% | +207.9% | +348.3% | +212.5% |
| 10Y | +676.1% | +389.5% | +286.6% | +156.4% |
| All | +2,581.7% | +2,212.2% | +369.6% | +568.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling