+64.4%
PPL vs TECK
+221.5%
-157.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.0% | -7.2% | -0.9% |
| 7D | -1.2% | +3.1% | -4.3% | -1.5% |
| 30D | +4.2% | -5.0% | +9.2% | +4.6% |
| 3M | +1.5% | -2.6% | +4.1% | +1.5% |
| 6M | +1.0% | 0.0% | +1.1% | +0.5% |
| YTD | +4.4% | +35.6% | -31.3% | +0.2% |
| 1Y | +0.8% | +58.1% | -57.3% | -4.9% |
| 3Y | +56.5% | +93.3% | -36.9% | +41.6% |
| 5Y | +47.7% | +153.7% | -106.0% | +26.0% |
| 10Y | +64.4% | +226.7% | -162.3% | +17.0% |
| All | +64.4% | +221.5% | -157.1% | +17.0% |
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