+797.8%
PH vs TECK
+377.7%
+420.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | -1.3% | -3.8% | +2.6% | -0.2% |
| 30D | -11.0% | +0.7% | -11.7% | -11.4% |
| 3M | +5.5% | +4.6% | +0.9% | +3.2% |
| 6M | +1.5% | +25.1% | -23.6% | -7.1% |
| YTD | +8.8% | +39.2% | -30.4% | -4.4% |
| 1Y | +24.5% | +60.3% | -35.8% | +3.7% |
| 3Y | +141.2% | +62.9% | +78.3% | +92.7% |
| 5Y | +256.3% | +181.5% | +74.8% | +121.4% |
| All | +797.8% | +377.7% | +420.1% | +316.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling