+978.4%
PLD vs TECK
+1,890.1%
-911.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.5% |
| 7D | -0.8% | -0.2% | -0.5% | -0.8% |
| 30D | -0.3% | -7.5% | +7.3% | +1.4% |
| 3M | -8.0% | -8.4% | +0.4% | -6.5% |
| 6M | -9.8% | -2.2% | -7.6% | -10.7% |
| YTD | +1.8% | +26.8% | -25.0% | -6.4% |
| 1Y | +5.6% | +46.5% | -40.9% | -6.6% |
| 3Y | +33.3% | +69.0% | -35.8% | +9.9% |
| 5Y | +0.3% | +138.8% | -138.5% | -28.3% |
| 10Y | +241.6% | +224.3% | +17.3% | +87.5% |
| All | +978.4% | +1,890.1% | -911.7% | +205.2% |
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