+31.8%
PCAR vs TECK
+66.4%
-34.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.6% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | -4.6% | -7.5% | +3.0% | -3.4% |
| 3M | -22.6% | -8.4% | -14.1% | -21.6% |
| 6M | -12.0% | -2.2% | -9.7% | -12.4% |
| YTD | -6.1% | +26.8% | -32.9% | -11.3% |
| 1Y | +6.3% | +46.5% | -40.2% | -2.2% |
| 3Y | +31.8% | +69.0% | -37.2% | +15.5% |
| All | +31.8% | +66.4% | -34.6% | +15.5% |
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 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