+208.8%
PM vs TECK
+373.8%
-165.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.3% | +8.5% | +2.8% |
| 7D | +1.9% | -4.2% | +6.2% | +2.3% |
| 30D | +1.9% | -0.4% | +2.3% | +1.8% |
| 3M | +4.6% | +10.1% | -5.6% | +3.1% |
| 6M | +11.7% | +26.0% | -14.3% | +8.1% |
| YTD | +20.4% | +38.0% | -17.7% | +15.0% |
| 1Y | +19.0% | +63.8% | -44.8% | +11.1% |
| 3Y | +130.4% | +68.5% | +61.9% | +109.8% |
| 5Y | +131.5% | +179.2% | -47.7% | +91.5% |
| All | +208.8% | +373.8% | -165.0% | +109.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling