+20.3%
PSA vs TECK
+75.5%
-55.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | -0.1% | -2.1% |
| 7D | -2.2% | +4.9% | -7.1% | -2.8% |
| 30D | -9.6% | +5.2% | -14.7% | -10.1% |
| 3M | -7.9% | +13.8% | -21.7% | -9.5% |
| 6M | -2.0% | +38.5% | -40.5% | -6.5% |
| YTD | +15.7% | +47.3% | -31.6% | +9.3% |
| 1Y | +5.8% | +81.0% | -75.2% | -2.8% |
| All | +20.3% | +75.5% | -55.2% | +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 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