+164.4%
PR vs TECK
+737.6%
-573.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +5.9% | +3.9% |
| 7D | +6.7% | +2.1% | +4.6% | +5.3% |
| 30D | -6.1% | -8.9% | +2.8% | -2.9% |
| 3M | +6.9% | -7.1% | +13.9% | +8.5% |
| 6M | +14.6% | -7.0% | +21.6% | +13.2% |
| YTD | +66.1% | +28.3% | +37.8% | +33.5% |
| 1Y | +77.0% | +40.6% | +36.5% | +34.7% |
| 3Y | +93.8% | +78.2% | +15.7% | +21.2% |
| 5Y | +268.2% | +129.5% | +138.7% | +90.2% |
| 10Y | +82.3% | +205.6% | -123.2% | -27.3% |
| All | +164.4% | +737.6% | -573.2% | +8.4% |
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 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