+3.9%
PEP vs TECK
+207.5%
-203.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | +0.6% |
| 7D | +0.1% | +7.8% | -7.7% | 0.0% |
| 30D | +0.7% | +8.3% | -7.6% | +0.6% |
| 3M | -0.5% | +16.1% | -16.6% | -0.6% |
| 6M | -11.3% | +42.9% | -54.2% | -11.8% |
| YTD | -0.6% | +50.8% | -51.4% | -1.3% |
| 1Y | +1.7% | +106.1% | -104.4% | +0.2% |
| 3Y | -12.5% | +84.0% | -96.5% | -14.3% |
| 5Y | +3.9% | +223.5% | -219.6% | +2.6% |
| All | +3.9% | +207.5% | -203.6% | +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 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