+199.5%
PFE vs TECK
+1,995.8%
-1,796.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | -3.0% | -1.2% | -1.7% | -2.9% |
| 30D | +5.2% | -5.7% | +10.9% | +5.7% |
| 3M | +12.2% | -3.6% | +15.8% | +12.4% |
| 6M | +17.8% | -2.2% | +20.0% | +17.4% |
| YTD | +26.2% | +33.6% | -7.4% | +21.4% |
| 1Y | +23.2% | +49.0% | -25.8% | +17.1% |
| 3Y | +21.3% | +85.4% | -64.1% | +11.1% |
| 5Y | -23.1% | +138.5% | -161.6% | -32.7% |
| 10Y | +50.7% | +218.0% | -167.3% | +20.0% |
| All | +199.5% | +1,995.8% | -1,796.3% | +97.4% |
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