+61.8%
PCG vs TECK
+207.5%
-145.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.5% | +3.1% |
| 7D | +5.4% | +7.8% | -2.4% | +4.5% |
| 30D | -15.1% | +8.3% | -23.4% | -15.9% |
| 3M | -9.8% | +16.1% | -25.9% | -11.7% |
| 6M | -18.0% | +42.9% | -60.9% | -22.2% |
| YTD | -7.2% | +50.8% | -58.0% | -13.1% |
| 1Y | +2.9% | +106.1% | -103.2% | -8.2% |
| 3Y | -11.1% | +84.0% | -95.1% | -21.5% |
| 5Y | +61.8% | +223.5% | -161.7% | +37.3% |
| All | +61.8% | +207.5% | -145.7% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling