-75.3%
PCG vs TECK
+372.8%
-448.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.9% |
| 7D | +6.5% | +4.9% | +1.6% | +5.7% |
| 30D | -16.7% | +5.2% | -21.9% | -17.4% |
| 3M | -14.2% | +13.8% | -28.0% | -16.2% |
| 6M | -21.5% | +38.5% | -59.9% | -26.1% |
| YTD | -11.2% | +47.3% | -58.5% | -17.8% |
| 1Y | -4.2% | +81.0% | -85.2% | -14.6% |
| 3Y | -14.9% | +79.9% | -94.7% | -26.2% |
| 5Y | +54.2% | +207.9% | -153.6% | +17.0% |
| 10Y | -75.3% | +389.5% | -464.8% | -85.8% |
| All | -75.3% | +372.8% | -448.2% | -85.8% |
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