+5,003.8%
PH vs TECK
+2,171.4%
+2,832.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -3.1% | -0.3% | -2.7% | -3.0% |
| 30D | -3.2% | +4.6% | -7.9% | -4.4% |
| 3M | +10.6% | +2.8% | +7.7% | +9.1% |
| 6M | -2.1% | +24.9% | -27.0% | -8.5% |
| YTD | +10.2% | +44.7% | -34.6% | -1.3% |
| 1Y | +28.2% | +112.0% | -83.8% | +3.5% |
| 3Y | +134.9% | +67.6% | +67.3% | +96.8% |
| 5Y | +253.6% | +200.3% | +53.3% | +144.8% |
| 10Y | +804.7% | +358.2% | +446.5% | +410.2% |
| All | +5,003.8% | +2,171.4% | +2,832.4% | +2,194.7% |
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