+272.7%
PNC vs TECK
+377.7%
-105.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -0.6% | -3.8% | +3.3% | +0.3% |
| 30D | -4.4% | +0.7% | -5.1% | -4.8% |
| 3M | +5.2% | +4.6% | +0.6% | +3.3% |
| 6M | +20.6% | +25.1% | -4.5% | +12.2% |
| YTD | +19.8% | +39.2% | -19.4% | +7.8% |
| 1Y | +24.4% | +60.3% | -35.9% | +7.4% |
| 3Y | +131.2% | +62.9% | +68.3% | +91.7% |
| 5Y | +53.1% | +181.5% | -128.4% | +3.6% |
| All | +272.7% | +377.7% | -105.0% | +94.9% |
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