+2,049.9%
PSA vs TECK
+2,171.4%
-121.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -3.7% | -0.3% | -3.3% | -3.6% |
| 30D | -7.7% | +4.6% | -12.4% | -8.4% |
| 3M | -0.6% | +2.8% | -3.4% | -1.5% |
| 6M | -0.9% | +24.9% | -25.8% | -4.9% |
| YTD | +18.7% | +44.7% | -26.1% | +11.2% |
| 1Y | +7.6% | +112.0% | -104.3% | -5.0% |
| 3Y | +23.7% | +67.6% | -43.9% | +10.5% |
| 5Y | +13.7% | +200.3% | -186.7% | -9.7% |
| 10Y | +98.9% | +358.2% | -259.4% | +31.2% |
| All | +2,049.9% | +2,171.4% | -121.5% | +830.1% |
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