+256.8%
PLD vs TECK
+221.5%
+35.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.0% | -4.1% | +1.8% |
| 7D | +0.7% | +3.1% | -2.4% | +0.2% |
| 30D | +0.8% | -5.0% | +5.8% | +1.4% |
| 3M | -6.1% | -2.6% | -3.5% | -6.0% |
| 6M | -8.0% | 0.0% | -8.0% | -8.7% |
| YTD | +4.7% | +35.6% | -31.0% | -1.2% |
| 1Y | +7.2% | +58.1% | -50.9% | -1.2% |
| 3Y | +39.2% | +93.3% | -54.1% | +22.6% |
| 5Y | +1.9% | +153.7% | -151.8% | -15.1% |
| 10Y | +256.8% | +226.7% | +30.0% | +154.7% |
| All | +256.8% | +221.5% | +35.2% | +154.7% |
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 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