+100.5%
PSA vs TECK
+377.7%
-277.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | -1.8% | -3.8% | +2.0% | -1.6% |
| 30D | -8.4% | +0.7% | -9.1% | -8.5% |
| 3M | -7.8% | +4.6% | -12.4% | -8.4% |
| 6M | +0.8% | +25.1% | -24.3% | -1.3% |
| YTD | +16.5% | +39.2% | -22.7% | +12.9% |
| 1Y | +4.7% | +60.3% | -55.6% | +0.3% |
| 3Y | +21.1% | +62.9% | -41.8% | +14.4% |
| 5Y | +14.2% | +181.5% | -167.3% | +4.1% |
| All | +100.5% | +377.7% | -277.2% | +66.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling