+202.2%
PM vs TECK
+405.7%
-203.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.8% |
| 7D | -1.2% | +4.9% | -6.1% | -1.7% |
| 30D | -0.2% | +5.2% | -5.3% | -0.7% |
| 3M | +4.9% | +13.8% | -8.9% | +3.2% |
| 6M | +9.0% | +38.5% | -29.4% | +4.5% |
| YTD | +17.8% | +47.3% | -29.6% | +11.8% |
| 1Y | +16.8% | +81.0% | -64.2% | +8.0% |
| 3Y | +125.4% | +79.9% | +45.6% | +104.1% |
| 5Y | +128.7% | +207.9% | -79.2% | +87.3% |
| All | +202.2% | +405.7% | -203.5% | +104.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling