+67.6%
PCAR vs TECK
+76.5%
-8.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | -6.2% | +4.6% | -10.8% | -7.1% |
| 3M | +5.9% | +2.8% | +3.0% | +4.9% |
| 6M | +0.4% | +24.9% | -24.5% | -4.4% |
| YTD | +14.8% | +44.7% | -29.9% | +6.5% |
| 1Y | +30.1% | +112.0% | -81.9% | +12.6% |
| All | +67.6% | +76.5% | -8.9% | +45.9% |
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