+1,645.9%
PLTR vs TECK
+407.7%
+1,238.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.3% | +4.1% | -0.2% |
| 7D | -9.1% | -4.2% | -4.9% | -8.0% |
| 30D | -5.2% | -0.4% | -4.8% | -5.3% |
| 3M | +27.4% | +10.1% | +17.2% | +22.9% |
| 6M | +9.7% | +26.0% | -16.3% | +0.5% |
| YTD | -6.7% | +38.0% | -44.7% | -17.3% |
| 1Y | -0.5% | +63.8% | -64.3% | -16.7% |
| 3Y | +996.2% | +68.5% | +927.7% | +787.2% |
| 5Y | +531.1% | +179.2% | +351.9% | +366.5% |
| All | +1,645.9% | +407.7% | +1,238.2% | +1,190.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling