-71.1%
PYPL vs TECK
+141.1%
-212.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.9% |
| 7D | -1.2% | -1.2% | 0.0% | -1.0% |
| 30D | +6.1% | -5.7% | +11.8% | +7.2% |
| 3M | +1.1% | -3.6% | +4.7% | +1.3% |
| 6M | +32.7% | -2.2% | +34.9% | +31.9% |
| YTD | +2.8% | +33.6% | -30.8% | -6.8% |
| 1Y | -10.8% | +49.0% | -59.7% | -21.5% |
| 3Y | +9.8% | +85.4% | -75.6% | -11.2% |
| All | -71.1% | +141.1% | -212.2% | -79.2% |
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