+44.8%
PL vs TECK
+207.2%
-162.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.1% |
| 7D | +13.4% | -1.2% | +14.6% | +14.5% |
| 30D | -10.2% | -5.7% | -4.4% | -7.5% |
| 3M | -39.5% | -3.6% | -35.9% | -38.6% |
| 6M | -65.7% | -2.2% | -63.5% | -65.2% |
| YTD | -27.3% | +33.6% | -60.8% | -35.4% |
| 1Y | +15.0% | +49.0% | -34.0% | -2.4% |
| 3Y | +560.8% | +85.4% | +475.4% | +420.3% |
| 5Y | +38.4% | +138.5% | -100.1% | +2.2% |
| All | +44.8% | +207.2% | -162.3% | +6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling