+68.7%
PR vs TECK
+221.0%
-152.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.0% | -8.0% | -4.8% |
| 7D | -12.4% | +3.1% | -15.5% | -14.2% |
| 30D | -6.6% | -5.0% | -1.6% | -5.0% |
| 3M | +7.5% | -2.6% | +10.1% | +6.7% |
| 6M | +10.8% | 0.0% | +10.8% | +5.1% |
| YTD | +57.0% | +35.6% | +21.4% | +19.1% |
| 1Y | +67.9% | +58.1% | +9.8% | +15.3% |
| 3Y | +87.6% | +93.3% | -5.7% | +4.5% |
| 5Y | +220.4% | +153.7% | +66.7% | +38.2% |
| All | +68.7% | +221.0% | -152.3% | -43.9% |
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