+4.1%
PR vs TECK
-2.7%
+6.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +2.0% |
| 7D | -16.4% | -0.2% | -16.2% | -16.2% |
| 30D | -1.9% | -7.5% | +5.6% | -2.4% |
| 3M | +8.0% | -8.4% | +16.4% | +7.3% |
| 6M | +4.1% | -2.2% | +6.3% | +6.4% |
| All | +4.1% | -2.7% | +6.8% | +6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling