-0.6%
PEP vs TECK
+74.0%
-74.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.4% |
| 7D | -1.7% | +4.9% | -6.6% | -1.4% |
| 30D | +0.3% | +5.2% | -4.9% | +0.6% |
| 3M | -3.2% | +13.8% | -17.0% | -2.1% |
| 6M | -13.6% | +38.5% | -52.1% | -12.6% |
| YTD | -1.9% | +47.3% | -49.2% | +0.7% |
| 1Y | -0.6% | +81.0% | -81.6% | +2.6% |
| All | -0.6% | +74.0% | -74.6% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling