+48.8%
PFE vs TECK
+198.5%
-149.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | -1.7% | -0.4% | -1.3% | -1.7% |
| 30D | +0.3% | -7.1% | +7.5% | +0.9% |
| 3M | +9.4% | -5.5% | +14.8% | +9.7% |
| 6M | +14.9% | -9.7% | +24.6% | +15.3% |
| YTD | +23.8% | +26.3% | -2.5% | +20.0% |
| 1Y | +19.5% | +44.4% | -24.8% | +14.4% |
| 3Y | +21.0% | +70.1% | -49.0% | +12.3% |
| 5Y | -23.9% | +125.8% | -149.7% | -32.4% |
| All | +48.8% | +198.5% | -149.7% | +19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling