+302.5%
PSX vs TECK
+130.0%
+172.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.2% |
| 7D | +7.8% | -0.4% | +8.3% | +7.8% |
| 30D | -10.9% | -7.1% | -3.8% | -9.6% |
| 3M | +14.5% | -5.5% | +20.0% | +15.1% |
| 6M | +56.1% | -9.7% | +65.8% | +56.9% |
| YTD | +109.6% | +26.3% | +83.3% | +85.9% |
| 1Y | +95.5% | +44.4% | +51.1% | +65.3% |
| 3Y | +156.2% | +70.1% | +86.1% | +95.2% |
| All | +302.5% | +130.0% | +172.5% | +123.4% |
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 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