+3,772.2%
PCAR vs TECK
+2,171.4%
+1,600.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.2% |
| 3M | +5.9% | +2.8% | +3.0% | +4.7% |
| 6M | +0.4% | +24.9% | -24.5% | -5.4% |
| YTD | +14.8% | +44.7% | -29.9% | +4.1% |
| 1Y | +30.1% | +112.0% | -81.9% | +7.4% |
| 3Y | +66.7% | +67.6% | -0.9% | +40.4% |
| 5Y | +166.1% | +200.3% | -34.2% | +86.3% |
| 10Y | +353.7% | +358.2% | -4.5% | +151.9% |
| All | +3,772.2% | +2,171.4% | +1,600.8% | +1,387.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling