+3,445.5%
PGR vs TECK
+2,084.0%
+1,361.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.6% |
| 7D | -0.6% | -3.8% | +3.2% | -0.1% |
| 30D | +4.9% | +0.7% | +4.2% | +4.7% |
| 3M | +7.6% | +4.6% | +3.0% | +6.5% |
| 6M | +8.3% | +25.1% | -16.9% | +3.8% |
| YTD | +1.7% | +39.2% | -37.4% | -4.3% |
| 1Y | -6.8% | +60.3% | -67.2% | -14.5% |
| 3Y | +73.4% | +62.9% | +10.5% | +54.6% |
| 5Y | +161.2% | +181.5% | -20.3% | +107.9% |
| 10Y | +819.5% | +362.3% | +457.1% | +514.1% |
| All | +3,445.5% | +2,084.0% | +1,361.5% | +1,629.2% |
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