+79.1%
PEP vs TECK
+372.8%
-293.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.2% |
| 7D | -1.7% | +4.9% | -6.6% | -1.9% |
| 30D | +0.3% | +5.2% | -4.9% | 0.0% |
| 3M | -3.2% | +13.8% | -17.0% | -4.1% |
| 6M | -13.6% | +38.5% | -52.1% | -15.5% |
| YTD | -1.9% | +47.3% | -49.2% | -4.5% |
| 1Y | -0.6% | +81.0% | -81.6% | -4.7% |
| 3Y | -13.6% | +79.9% | -93.4% | -18.2% |
| 5Y | +3.2% | +207.9% | -204.6% | -8.1% |
| 10Y | +79.1% | +389.5% | -310.4% | +40.0% |
| All | +79.1% | +372.8% | -293.8% | +40.0% |
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