+13.4%
PG vs TECK
+180.1%
-166.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.6% |
| 7D | -0.8% | -3.8% | +3.1% | -0.8% |
| 30D | +0.8% | +0.7% | +0.1% | +0.8% |
| 3M | -1.3% | +4.6% | -5.9% | -1.4% |
| 6M | -3.8% | +25.1% | -28.9% | -4.3% |
| YTD | +3.6% | +39.2% | -35.5% | +2.9% |
| 1Y | -5.7% | +60.3% | -66.1% | -6.6% |
| 3Y | +1.6% | +62.9% | -61.3% | -0.2% |
| All | +13.4% | +180.1% | -166.8% | +11.7% |
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