+75.8%
PR vs TECK
+43.4%
+32.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +2.0% |
| 7D | -16.4% | -0.2% | -16.2% | -16.3% |
| 30D | -1.9% | -7.5% | +5.6% | -2.4% |
| 3M | +8.0% | -8.4% | +16.4% | +7.4% |
| 6M | +4.1% | -2.2% | +6.3% | +4.8% |
| YTD | +58.7% | +26.8% | +31.9% | +61.7% |
| 1Y | +75.8% | +46.5% | +29.3% | +77.9% |
| All | +75.8% | +43.4% | +32.4% | +77.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling