+185.1%
PFE vs TECK
+2,171.4%
-1,986.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.3% |
| 7D | +1.8% | -0.3% | +2.1% | +1.8% |
| 30D | +10.2% | +4.6% | +5.6% | +9.7% |
| 3M | +12.7% | +2.8% | +9.8% | +12.0% |
| 6M | +10.5% | +24.9% | -14.4% | +7.5% |
| YTD | +20.2% | +44.7% | -24.6% | +14.9% |
| 1Y | +24.1% | +112.0% | -87.9% | +14.0% |
| 3Y | -3.6% | +67.6% | -71.2% | -10.7% |
| 5Y | -20.9% | +200.3% | -221.2% | -32.4% |
| 10Y | +35.8% | +358.2% | -322.4% | +4.2% |
| All | +185.1% | +2,171.4% | -1,986.3% | +86.9% |
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 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