+240.3%
PLD vs TECK
+373.9%
-133.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.3% | +0.2% |
| 7D | -0.9% | +7.8% | -8.6% | -1.9% |
| 30D | -1.2% | +8.3% | -9.5% | -2.4% |
| 3M | -2.3% | +16.1% | -18.4% | -4.7% |
| 6M | +4.5% | +42.9% | -38.3% | -1.5% |
| YTD | +10.1% | +50.8% | -40.6% | +2.6% |
| 1Y | +25.9% | +106.1% | -80.2% | +11.6% |
| 3Y | +24.4% | +84.0% | -59.6% | +10.2% |
| 5Y | +15.5% | +223.5% | -208.0% | -6.9% |
| 10Y | +240.3% | +378.1% | -137.8% | +126.9% |
| All | +240.3% | +373.9% | -133.6% | +126.9% |
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