-13.8%
PCG vs TECK
+76.5%
-90.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | -13.9% | -0.3% | -13.5% | -13.8% |
| 30D | -16.9% | +4.6% | -21.5% | -17.2% |
| 3M | -14.7% | +2.8% | -17.6% | -15.0% |
| 6M | -23.8% | +24.9% | -48.7% | -26.0% |
| YTD | -10.5% | +44.7% | -55.2% | -14.9% |
| 1Y | -5.1% | +112.0% | -117.1% | -14.3% |
| All | -13.8% | +76.5% | -90.3% | -22.5% |
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