+99.6%
PR vs TECK
+344.6%
-245.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | +2.9% | -0.3% | +3.3% | +3.0% |
| 30D | +18.0% | +4.6% | +13.4% | +15.0% |
| 3M | +16.9% | +2.8% | +14.0% | +12.4% |
| 6M | +28.2% | +24.9% | +3.3% | +6.8% |
| YTD | +69.3% | +44.7% | +24.6% | +27.5% |
| 1Y | +69.5% | +112.0% | -42.5% | -0.7% |
| 3Y | +81.7% | +67.6% | +14.1% | +14.1% |
| 5Y | +422.2% | +200.3% | +221.9% | +113.5% |
| All | +99.6% | +344.6% | -245.0% | -26.9% |
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