+70.6%
PR vs TECK
+50.8%
+19.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.9% |
| 7D | -0.5% | -1.2% | +0.7% | -0.6% |
| 30D | -4.6% | -5.7% | +1.1% | -4.9% |
| 3M | +4.7% | -3.6% | +8.3% | +4.7% |
| 6M | +12.4% | -2.2% | +14.7% | +13.2% |
| YTD | +62.9% | +33.6% | +29.3% | +66.1% |
| 1Y | +70.6% | +49.0% | +21.6% | +72.5% |
| All | +70.6% | +50.8% | +19.8% | +72.5% |
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