+17.4%
PM vs TECK
+108.8%
-91.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -1.9% |
| 7D | -4.9% | -0.3% | -4.5% | -4.9% |
| 30D | -3.4% | +4.6% | -8.0% | -3.1% |
| 3M | +5.2% | +2.8% | +2.3% | +6.4% |
| 6M | +3.7% | +24.9% | -21.2% | +4.0% |
| YTD | +15.8% | +44.7% | -29.0% | +16.3% |
| 1Y | +17.4% | +112.0% | -94.6% | +16.2% |
| All | +17.4% | +108.8% | -91.4% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling