+367.9%
PCAR vs TECK
+372.8%
-4.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | 0.0% |
| 7D | -0.2% | +4.9% | -5.1% | -1.2% |
| 30D | -6.9% | +5.2% | -12.1% | -7.9% |
| 3M | +2.1% | +13.8% | -11.7% | -1.0% |
| 6M | +1.6% | +38.5% | -36.9% | -5.8% |
| YTD | +12.2% | +47.3% | -35.1% | +2.4% |
| 1Y | +28.0% | +81.0% | -52.9% | +11.5% |
| 3Y | +61.0% | +79.9% | -18.9% | +35.8% |
| 5Y | +163.9% | +207.9% | -43.9% | +88.7% |
| 10Y | +367.9% | +389.5% | -21.6% | +185.1% |
| All | +367.9% | +372.8% | -4.9% | +185.1% |
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