+17.8%
PFE vs TECK
+91.1%
-73.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.0% | -7.5% | -0.9% |
| 7D | -4.7% | +3.1% | -7.8% | -4.9% |
| 30D | +3.4% | -5.0% | +8.3% | +3.6% |
| 3M | +9.2% | -2.6% | +11.8% | +9.2% |
| 6M | +15.8% | 0.0% | +15.9% | +15.4% |
| YTD | +23.4% | +35.6% | -12.2% | +19.9% |
| 1Y | +25.8% | +58.1% | -32.3% | +20.6% |
| 3Y | +17.8% | +93.3% | -75.5% | +17.9% |
| All | +17.8% | +91.1% | -73.3% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling