+142.6%
PH vs TECK
+79.6%
+63.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -1.9% |
| 7D | +0.4% | +7.8% | -7.4% | -1.8% |
| 30D | -10.8% | +8.3% | -19.1% | -12.9% |
| 3M | +8.5% | +16.1% | -7.6% | +3.2% |
| 6M | +3.9% | +42.9% | -38.9% | -8.2% |
| YTD | +9.4% | +50.8% | -41.3% | -5.7% |
| 1Y | +26.8% | +106.1% | -79.3% | -2.7% |
| All | +142.6% | +79.6% | +63.0% | +86.6% |
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