+445.7%
PWR vs TECK
+199.3%
+246.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.2% |
| 7D | +2.7% | +4.9% | -2.2% | +1.3% |
| 30D | -5.1% | +5.2% | -10.3% | -6.7% |
| 3M | -9.4% | +13.8% | -23.2% | -12.9% |
| 6M | +10.4% | +38.5% | -28.1% | +0.3% |
| YTD | +48.6% | +47.3% | +1.3% | +32.2% |
| 1Y | +68.0% | +81.0% | -13.0% | +41.3% |
| 3Y | +204.7% | +79.9% | +124.9% | +149.7% |
| All | +445.7% | +199.3% | +246.4% | +294.4% |
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