-81.6%
PYPL vs TECK
+213.6%
-295.2%
-86.3%
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% | -1.4% |
| 7D | -4.3% | +4.9% | -9.2% | -5.3% |
| 30D | -11.5% | +5.2% | -16.7% | -12.4% |
| 3M | +26.1% | +13.8% | +12.4% | +22.0% |
| 6M | +13.7% | +38.5% | -24.8% | +4.4% |
| YTD | -9.8% | +47.3% | -57.2% | -19.6% |
| 1Y | -22.1% | +81.0% | -103.0% | -34.3% |
| 3Y | -13.5% | +79.9% | -93.4% | -29.3% |
| 5Y | -81.6% | +207.9% | -289.5% | -87.0% |
| All | -81.6% | +213.6% | -295.2% | -87.0% |
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 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