+4,979.4%
PH vs TECK
+1,914.1%
+3,065.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -0.6% |
| 7D | +7.4% | +2.1% | +5.2% | +6.8% |
| 30D | +0.5% | -8.9% | +9.4% | +2.7% |
| 3M | -10.2% | -7.1% | -3.2% | -8.9% |
| 6M | +8.9% | -7.0% | +15.9% | +9.6% |
| YTD | +9.7% | +28.3% | -18.7% | +0.9% |
| 1Y | +12.8% | +40.6% | -27.7% | +1.3% |
| 3Y | +134.6% | +78.2% | +56.4% | +93.7% |
| 5Y | +204.5% | +129.5% | +75.0% | +126.0% |
| 10Y | +697.5% | +205.6% | +491.9% | +395.3% |
| All | +4,979.4% | +1,914.1% | +3,065.3% | +2,245.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling