+54.0%
PPL vs TECK
+373.9%
-319.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.2% | -0.5% |
| 7D | +1.8% | +7.8% | -6.0% | +1.1% |
| 30D | -1.1% | +8.3% | -9.3% | -1.8% |
| 3M | 0.0% | +16.1% | -16.0% | -1.6% |
| 6M | -7.6% | +42.9% | -50.4% | -11.3% |
| YTD | +1.7% | +50.8% | -49.0% | -3.2% |
| 1Y | +1.5% | +106.1% | -104.5% | -6.7% |
| 3Y | +55.3% | +84.0% | -28.8% | +41.5% |
| 5Y | +37.7% | +223.5% | -185.8% | +14.1% |
| 10Y | +54.0% | +378.1% | -324.1% | +2.6% |
| All | +54.0% | +373.9% | -319.9% | +2.6% |
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