+134.6%
PH vs TECK
+77.0%
+57.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -0.4% |
| 7D | +7.4% | +2.1% | +5.2% | +6.7% |
| 30D | +0.5% | -8.9% | +9.4% | +3.0% |
| 3M | -10.2% | -7.1% | -3.2% | -8.8% |
| 6M | +8.9% | -7.0% | +15.9% | +9.6% |
| YTD | +9.7% | +28.3% | -18.7% | -1.7% |
| 1Y | +12.8% | +40.6% | -27.7% | -2.1% |
| All | +134.6% | +77.0% | +57.6% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling