+1,735.1%
PLTR vs TECK
+432.3%
+1,302.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -4.6% |
| 7D | -6.4% | -0.3% | -6.1% | -6.3% |
| 30D | +10.0% | +4.6% | +5.4% | +8.4% |
| 3M | +23.0% | +2.8% | +20.2% | +21.4% |
| 6M | +13.8% | +24.9% | -11.1% | +4.4% |
| YTD | -1.9% | +44.7% | -46.7% | -14.2% |
| 1Y | +11.6% | +112.0% | -100.3% | -13.8% |
| 3Y | +1,048.4% | +67.6% | +980.8% | +827.2% |
| 5Y | +554.4% | +200.3% | +354.0% | +375.8% |
| All | +1,735.1% | +432.3% | +1,302.7% | +1,237.4% |
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