+763.1%
PM vs TECK
+118.0%
+645.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -4.9% | -0.3% | -4.5% | -4.8% |
| 30D | -3.4% | +4.6% | -8.0% | -3.9% |
| 3M | +5.2% | +2.8% | +2.3% | +4.4% |
| 6M | +3.7% | +24.9% | -21.2% | +0.4% |
| YTD | +15.8% | +44.7% | -29.0% | +10.0% |
| 1Y | +17.4% | +112.0% | -94.6% | +6.4% |
| 3Y | +116.9% | +67.6% | +49.3% | +98.1% |
| 5Y | +117.3% | +200.3% | -83.0% | +80.8% |
| 10Y | +193.8% | +358.2% | -164.5% | +115.1% |
| All | +763.1% | +118.0% | +645.1% | +459.5% |
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