+144.9%
PM vs TECK
+86.0%
+59.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.6% |
| 7D | -6.6% | +1.7% | -8.3% | -6.6% |
| 30D | -3.4% | -7.6% | +4.2% | -3.5% |
| 3M | +5.3% | -5.9% | +11.2% | +5.3% |
| 6M | +15.5% | -2.8% | +18.4% | +15.8% |
| YTD | +24.3% | +31.8% | -7.6% | +23.5% |
| 1Y | +29.7% | +49.1% | -19.4% | +28.7% |
| 3Y | +144.9% | +83.0% | +61.9% | +134.7% |
| All | +144.9% | +86.0% | +59.0% | +134.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling