+1,684.5%
PLTR vs TECK
+441.9%
+1,242.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.3% |
| 7D | 0.0% | +4.9% | -4.8% | -1.5% |
| 30D | -3.3% | +5.2% | -8.4% | -5.0% |
| 3M | +28.4% | +13.8% | +14.6% | +22.6% |
| 6M | +8.4% | +38.5% | -30.1% | -3.7% |
| YTD | -4.6% | +47.3% | -52.0% | -17.1% |
| 1Y | +4.4% | +81.0% | -76.6% | -15.3% |
| 3Y | +1,020.5% | +79.9% | +940.6% | +788.6% |
| 5Y | +548.8% | +207.9% | +340.9% | +368.3% |
| All | +1,684.5% | +441.9% | +1,242.7% | +1,192.3% |
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