+561.8%
PEP vs TECK
+2,171.4%
-1,609.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -1.4% | -0.3% | -1.1% | -1.4% |
| 30D | +0.2% | +4.6% | -4.4% | -0.1% |
| 3M | -1.1% | +2.8% | -4.0% | -1.6% |
| 6M | -13.5% | +24.9% | -38.4% | -15.2% |
| YTD | -1.2% | +44.7% | -45.9% | -4.3% |
| 1Y | -1.6% | +112.0% | -113.5% | -7.5% |
| 3Y | -12.5% | +67.6% | -80.1% | -17.4% |
| 5Y | +3.0% | +200.3% | -197.3% | -8.6% |
| 10Y | +73.9% | +358.2% | -284.3% | +41.2% |
| All | +561.8% | +2,171.4% | -1,609.6% | +392.6% |
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 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