+582.3%
PEP vs TECK
+2,028.7%
-1,446.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.0% | -6.6% | -0.1% |
| 7D | +1.0% | +3.1% | -2.0% | +0.8% |
| 30D | +12.6% | -5.0% | +17.6% | +12.9% |
| 3M | +3.1% | -2.6% | +5.7% | +3.1% |
| 6M | -6.3% | 0.0% | -6.2% | -6.7% |
| YTD | +1.9% | +35.6% | -33.8% | -1.1% |
| 1Y | +3.3% | +58.1% | -54.8% | -0.9% |
| 3Y | -4.8% | +93.3% | -98.2% | -11.2% |
| 5Y | +2.0% | +153.7% | -151.7% | -8.4% |
| 10Y | +80.3% | +226.7% | -146.4% | +50.2% |
| All | +582.3% | +2,028.7% | -1,446.4% | +409.2% |
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