+3,066.7%
PCAR vs TECK
+1,890.1%
+1,176.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.1% |
| 3M | -22.6% | -8.4% | -14.1% | -21.4% |
| 6M | -12.0% | -2.2% | -9.7% | -12.5% |
| YTD | -6.1% | +26.8% | -32.9% | -12.6% |
| 1Y | +6.3% | +46.5% | -40.2% | -4.5% |
| 3Y | +31.8% | +69.0% | -37.2% | +10.7% |
| 5Y | +104.2% | +138.8% | -34.6% | +50.6% |
| 10Y | +302.9% | +224.3% | +78.6% | +143.2% |
| All | +3,066.7% | +1,890.1% | +1,176.6% | +1,147.7% |
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