+3.2%
PEP vs TECK
+50.8%
-47.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.3% |
| 7D | +1.1% | -1.2% | +2.3% | +1.0% |
| 30D | +13.6% | -5.7% | +19.4% | +13.4% |
| 3M | +5.1% | -3.6% | +8.7% | +5.1% |
| 6M | -1.6% | -2.2% | +0.6% | -0.9% |
| YTD | +3.3% | +33.6% | -30.2% | +5.4% |
| 1Y | +3.2% | +49.0% | -45.7% | +7.4% |
| All | +3.2% | +50.8% | -47.5% | +7.4% |
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