+651.6%
PLTR vs TECK
+131.7%
+519.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +1.0% |
| 7D | +10.7% | +2.1% | +8.6% | +9.8% |
| 30D | -17.8% | -8.9% | -8.9% | -15.0% |
| 3M | +0.3% | -7.1% | +7.4% | +2.5% |
| 6M | +26.2% | -7.0% | +33.2% | +28.0% |
| YTD | -3.5% | +28.3% | -31.8% | -14.3% |
| 1Y | -6.8% | +40.6% | -47.4% | -20.2% |
| 3Y | +772.3% | +78.2% | +694.1% | +563.7% |
| 5Y | +651.6% | +129.5% | +522.0% | +414.3% |
| All | +651.6% | +131.7% | +519.8% | +414.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling