+73.2%
PR vs TECK
+66.4%
+6.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | -16.4% | -0.2% | -16.2% | -16.5% |
| 30D | -1.9% | -7.5% | +5.6% | -0.5% |
| 3M | +8.0% | -8.4% | +16.4% | +9.4% |
| 6M | +4.1% | -2.2% | +6.3% | +2.4% |
| YTD | +58.7% | +26.8% | +31.9% | +39.4% |
| 1Y | +75.8% | +46.5% | +29.3% | +44.9% |
| 3Y | +73.2% | +69.0% | +4.1% | +22.2% |
| All | +73.2% | +66.4% | +6.8% | +22.2% |
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