+19.3%
PH vs TECK
+59.3%
-39.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.3% | -8.0% | -4.6% |
| 7D | -0.2% | +2.3% | -2.4% | -0.7% |
| 30D | -6.7% | -5.0% | -1.7% | -5.8% |
| 3M | -8.1% | -0.3% | -7.8% | -8.3% |
| 6M | +5.3% | +13.9% | -8.5% | +0.6% |
| YTD | +4.2% | +35.2% | -31.0% | -4.0% |
| 1Y | +19.3% | +57.5% | -38.2% | +7.3% |
| All | +19.3% | +59.3% | -39.9% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling