+251.1%
PH vs TECK
+213.6%
+37.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.1% |
| 7D | 0.0% | +4.9% | -4.9% | -1.3% |
| 30D | -10.3% | +5.2% | -15.5% | -11.6% |
| 3M | +5.1% | +13.8% | -8.7% | +0.9% |
| 6M | +2.3% | +38.5% | -36.2% | -7.6% |
| YTD | +8.7% | +47.3% | -38.7% | -4.0% |
| 1Y | +26.8% | +81.0% | -54.2% | +5.1% |
| 3Y | +139.2% | +79.9% | +59.3% | +92.6% |
| 5Y | +251.1% | +207.9% | +43.2% | +150.5% |
| All | +251.1% | +213.6% | +37.5% | +150.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling