+285.9%
PCAR vs TECK
+203.4%
+82.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -0.8% |
| 7D | +2.1% | +2.1% | 0.0% | +1.6% |
| 30D | -1.2% | -8.9% | +7.7% | +0.5% |
| 3M | -18.6% | -7.1% | -11.5% | -17.7% |
| 6M | -5.1% | -7.0% | +1.9% | -4.6% |
| YTD | -1.8% | +28.3% | -30.1% | -8.3% |
| 1Y | +10.6% | +40.6% | -29.9% | +1.1% |
| 3Y | +34.9% | +78.2% | -43.3% | +13.4% |
| 5Y | +114.0% | +129.5% | -15.6% | +61.6% |
| All | +285.9% | +203.4% | +82.5% | +138.4% |
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