+192.9%
PFE vs TECK
+2,028.7%
-1,835.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.0% | -7.5% | -1.2% |
| 7D | -4.7% | +3.1% | -7.8% | -5.0% |
| 30D | +3.4% | -5.0% | +8.3% | +3.7% |
| 3M | +9.2% | -2.6% | +11.8% | +9.2% |
| 6M | +15.8% | 0.0% | +15.9% | +15.2% |
| YTD | +23.4% | +35.6% | -12.2% | +18.6% |
| 1Y | +25.8% | +58.1% | -32.3% | +18.9% |
| 3Y | +17.8% | +93.3% | -75.5% | +7.5% |
| 5Y | -20.2% | +153.7% | -173.9% | -30.6% |
| 10Y | +49.6% | +226.7% | -177.1% | +18.8% |
| All | +192.9% | +2,028.7% | -1,835.7% | +92.8% |
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