+576.3%
PG vs TECK
+2,212.2%
-1,635.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.2% | -1.9% |
| 7D | -3.4% | +4.9% | -8.3% | -3.7% |
| 30D | -2.6% | +5.2% | -7.8% | -3.0% |
| 3M | -3.3% | +13.8% | -17.1% | -4.4% |
| 6M | -6.7% | +38.5% | -45.2% | -9.2% |
| YTD | +1.7% | +47.3% | -45.6% | -1.5% |
| 1Y | -7.9% | +81.0% | -88.9% | -12.3% |
| 3Y | +0.9% | +79.9% | -78.9% | -5.1% |
| 5Y | +12.6% | +207.9% | -195.2% | -0.1% |
| 10Y | +117.2% | +389.5% | -272.3% | +75.7% |
| All | +576.3% | +2,212.2% | -1,635.8% | +368.0% |
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