+35.2%
PFE vs TECK
+372.8%
-337.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | +0.2% |
| 7D | -4.3% | +4.9% | -9.1% | -4.7% |
| 30D | +2.7% | +5.2% | -2.5% | +2.2% |
| 3M | +10.0% | +13.8% | -3.8% | +8.5% |
| 6M | +7.2% | +38.5% | -31.3% | +3.7% |
| YTD | +17.3% | +47.3% | -30.0% | +12.5% |
| 1Y | +20.3% | +81.0% | -60.7% | +13.0% |
| 3Y | -1.6% | +79.9% | -81.5% | -8.9% |
| 5Y | -21.4% | +207.9% | -229.2% | -32.0% |
| 10Y | +35.2% | +389.5% | -354.2% | +5.1% |
| All | +35.2% | +372.8% | -337.6% | +5.1% |
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 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