+79.2%
PR vs TECK
+38.3%
+40.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.9% | +1.1% |
| 7D | +6.0% | -0.4% | +6.4% | +6.0% |
| 30D | -4.2% | -7.1% | +2.9% | -4.6% |
| 3M | +10.0% | -5.5% | +15.4% | +9.8% |
| 6M | +15.6% | -9.7% | +25.3% | +15.7% |
| YTD | +68.2% | +26.3% | +41.9% | +70.6% |
| 1Y | +79.2% | +44.4% | +34.8% | +79.5% |
| All | +79.2% | +38.3% | +40.9% | +79.5% |
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