+592.2%
PEP vs TECK
+1,995.8%
-1,403.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +1.1% | -1.2% | +2.3% | +1.1% |
| 30D | +13.6% | -5.7% | +19.4% | +14.0% |
| 3M | +5.1% | -3.6% | +8.7% | +5.2% |
| 6M | -1.6% | -2.2% | +0.6% | -1.9% |
| YTD | +3.3% | +33.6% | -30.2% | +0.5% |
| 1Y | +3.2% | +49.0% | -45.7% | -0.5% |
| 3Y | -3.9% | +85.4% | -89.3% | -10.0% |
| 5Y | +4.0% | +138.5% | -134.5% | -6.1% |
| 10Y | +90.1% | +218.0% | -127.8% | +58.6% |
| All | +592.2% | +1,995.8% | -1,403.6% | +417.1% |
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