+1,025.6%
PLTR vs TECK
+85.2%
+940.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.5% | -4.2% |
| 7D | -5.3% | +7.8% | -13.1% | -8.5% |
| 30D | -1.0% | +8.3% | -9.3% | -4.7% |
| 3M | +24.8% | +16.1% | +8.7% | +15.9% |
| 6M | +8.4% | +42.9% | -34.5% | -10.3% |
| YTD | -4.2% | +50.8% | -54.9% | -23.3% |
| 1Y | +9.1% | +106.1% | -97.0% | -26.1% |
| 3Y | +1,025.6% | +84.0% | +941.5% | +613.5% |
| All | +1,025.6% | +85.2% | +940.4% | +613.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling