-11.8%
PYPL vs TECK
+85.2%
-97.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.2% | -7.4% | -4.1% |
| 7D | +1.7% | +7.8% | -6.0% | +0.2% |
| 30D | -9.7% | +8.3% | -18.0% | -11.2% |
| 3M | +29.2% | +16.1% | +13.1% | +24.7% |
| 6M | +13.9% | +42.9% | -29.0% | +3.8% |
| YTD | -8.1% | +50.8% | -58.9% | -19.1% |
| 1Y | -21.4% | +106.1% | -127.5% | -37.8% |
| 3Y | -11.8% | +84.0% | -95.8% | -32.0% |
| All | -11.8% | +85.2% | -97.0% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling