+368.5%
PSX vs TECK
+213.6%
+154.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.2% |
| 7D | +1.8% | +4.9% | -3.0% | +0.5% |
| 30D | +21.6% | +5.2% | +16.5% | +19.8% |
| 3M | +46.5% | +13.8% | +32.7% | +40.2% |
| 6M | +62.0% | +38.5% | +23.5% | +43.9% |
| YTD | +106.3% | +47.3% | +59.0% | +77.8% |
| 1Y | +103.0% | +81.0% | +22.0% | +62.0% |
| 3Y | +135.5% | +79.9% | +55.7% | +80.3% |
| 5Y | +368.5% | +207.9% | +160.6% | +185.5% |
| All | +368.5% | +213.6% | +154.9% | +185.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling