+293.0%
PCAR vs TECK
+221.5%
+71.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.0% | -3.3% | +2.2% |
| 7D | +2.9% | +3.1% | -0.2% | +2.2% |
| 30D | -2.1% | -5.0% | +2.8% | -1.3% |
| 3M | -20.4% | -2.6% | -17.8% | -20.3% |
| 6M | -7.0% | 0.0% | -6.9% | -7.9% |
| YTD | -2.6% | +35.6% | -38.3% | -10.2% |
| 1Y | +9.8% | +58.1% | -48.3% | -2.1% |
| 3Y | +37.3% | +93.3% | -56.1% | +13.5% |
| 5Y | +116.4% | +153.7% | -37.3% | +59.9% |
| 10Y | +293.0% | +226.7% | +66.2% | +140.8% |
| All | +293.0% | +221.5% | +71.4% | +140.8% |
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