+256.9%
PLD vs TECK
+203.4%
+53.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -0.6% |
| 7D | 0.0% | +2.1% | -2.1% | -0.3% |
| 30D | -3.7% | -8.9% | +5.2% | -2.6% |
| 3M | -7.9% | -7.1% | -0.8% | -7.2% |
| 6M | -9.2% | -7.0% | -2.2% | -9.0% |
| YTD | +3.1% | +28.3% | -25.3% | -2.0% |
| 1Y | +6.2% | +40.6% | -34.4% | -0.4% |
| 3Y | +35.4% | +78.2% | -42.8% | +20.6% |
| 5Y | +0.1% | +129.5% | -129.4% | -15.5% |
| All | +256.9% | +203.4% | +53.4% | +157.3% |
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