+152.6%
PR vs TECK
+727.6%
-575.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.5% |
| 7D | -16.4% | -0.2% | -16.2% | -16.6% |
| 30D | -1.9% | -7.5% | +5.6% | +1.0% |
| 3M | +8.0% | -8.4% | +16.4% | +10.8% |
| 6M | +4.1% | -2.2% | +6.3% | +0.4% |
| YTD | +58.7% | +26.8% | +31.9% | +28.7% |
| 1Y | +75.8% | +46.5% | +29.3% | +31.1% |
| 3Y | +73.2% | +69.0% | +4.1% | +11.8% |
| 5Y | +230.1% | +138.8% | +91.4% | +67.1% |
| 10Y | +67.4% | +224.3% | -157.0% | -32.4% |
| All | +152.6% | +727.6% | -575.1% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling