+1,831.6%
PWR vs TECK
+198.5%
+1,633.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | +11.3% | -0.4% | +11.7% | +11.5% |
| 30D | -8.9% | -7.1% | -1.7% | -6.7% |
| 3M | -10.5% | -5.5% | -5.0% | -9.2% |
| 6M | -22.2% | -9.7% | -12.5% | -20.1% |
| YTD | +42.7% | +26.3% | +16.5% | +31.8% |
| 1Y | +41.1% | +44.4% | -3.3% | +25.2% |
| 3Y | +242.7% | +70.1% | +172.7% | +181.2% |
| 5Y | +418.5% | +125.8% | +292.7% | +270.0% |
| All | +1,831.6% | +198.5% | +1,633.1% | +961.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling