+1,112.1%
PSX vs TECK
+149.5%
+962.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +4.5% | -0.3% | +4.9% | +4.6% |
| 30D | +26.6% | +4.6% | +22.0% | +24.9% |
| 3M | +39.3% | +2.8% | +36.4% | +36.8% |
| 6M | +56.8% | +24.9% | +31.9% | +44.2% |
| YTD | +101.8% | +44.7% | +57.1% | +77.1% |
| 1Y | +99.6% | +112.0% | -12.4% | +56.2% |
| 3Y | +140.3% | +67.6% | +72.8% | +95.5% |
| 5Y | +339.3% | +200.3% | +139.0% | +194.8% |
| 10Y | +369.9% | +358.2% | +11.6% | +154.5% |
| All | +1,112.1% | +149.5% | +962.6% | +541.1% |
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