+54.4%
PYPL vs TECK
+198.5%
-144.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.0% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | +5.7% | -7.1% | +12.8% | +7.1% |
| 3M | -1.9% | -5.5% | +3.6% | -1.2% |
| 6M | +31.8% | -9.7% | +41.5% | +33.1% |
| YTD | +2.4% | +26.3% | -23.8% | -5.6% |
| 1Y | -8.2% | +44.4% | -52.6% | -18.1% |
| 3Y | +10.2% | +70.1% | -59.9% | -7.4% |
| 5Y | -71.2% | +125.8% | -197.0% | -78.1% |
| All | +54.4% | +198.5% | -144.0% | -6.6% |
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