+56.0%
PCG vs TECK
+2,028.7%
-1,972.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.0% | -5.7% | +0.5% |
| 7D | -1.1% | +3.1% | -4.1% | -1.4% |
| 30D | +0.1% | -5.0% | +5.0% | +0.5% |
| 3M | -24.4% | -2.6% | -21.9% | -24.3% |
| 6M | -17.7% | 0.0% | -17.6% | -18.1% |
| YTD | -17.4% | +35.6% | -53.1% | -21.0% |
| 1Y | -19.4% | +58.1% | -77.5% | -24.3% |
| 3Y | -18.6% | +93.3% | -111.9% | -26.4% |
| 5Y | +10.2% | +153.7% | -143.5% | -5.1% |
| 10Y | -76.7% | +226.7% | -303.4% | -81.8% |
| All | +56.0% | +2,028.7% | -1,972.7% | -15.6% |
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