+79.3%
PR vs TECK
+69.4%
+9.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +2.9% | -0.3% | +3.3% | +2.9% |
| 30D | +18.0% | +4.6% | +13.4% | +16.7% |
| 3M | +16.9% | +2.8% | +14.0% | +15.4% |
| 6M | +28.2% | +24.9% | +3.3% | +17.7% |
| YTD | +69.3% | +44.7% | +24.6% | +45.7% |
| 1Y | +69.5% | +112.0% | -42.5% | +22.4% |
| All | +79.3% | +69.4% | +9.9% | +32.5% |
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 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