+84.9%
PR vs TECK
+86.0%
-1.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.5% |
| 7D | -9.5% | +1.7% | -11.2% | -9.9% |
| 30D | -5.7% | -7.6% | +2.0% | -4.3% |
| 3M | +3.0% | -5.9% | +8.9% | +3.6% |
| 6M | +11.8% | -2.8% | +14.7% | +10.6% |
| YTD | +58.5% | +31.8% | +26.6% | +38.2% |
| 1Y | +69.9% | +49.1% | +20.8% | +40.5% |
| 3Y | +84.9% | +83.0% | +1.9% | +30.2% |
| All | +84.9% | +86.0% | -1.0% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling