-22.2%
PFE vs TECK
+207.5%
-229.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.5% | -2.6% |
| 7D | -2.7% | +7.8% | -10.4% | -3.2% |
| 30D | +3.8% | +8.3% | -4.4% | +3.2% |
| 3M | +10.4% | +16.1% | -5.7% | +9.1% |
| 6M | +6.3% | +42.9% | -36.6% | +3.2% |
| YTD | +17.4% | +50.8% | -33.4% | +13.2% |
| 1Y | +21.1% | +106.1% | -84.9% | +13.7% |
| 3Y | -1.6% | +84.0% | -85.6% | -8.2% |
| 5Y | -22.2% | +223.5% | -245.6% | -25.7% |
| All | -22.2% | +207.5% | -229.6% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling