+51.4%
PYPL vs TECK
+745.8%
-694.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | +2.7% | -0.3% | +3.0% | +2.7% |
| 30D | -4.9% | +4.6% | -9.5% | -5.6% |
| 3M | +28.9% | +2.8% | +26.0% | +27.6% |
| 6M | +18.2% | +24.9% | -6.7% | +12.5% |
| YTD | -5.0% | +44.7% | -49.8% | -12.7% |
| 1Y | -18.8% | +112.0% | -130.8% | -30.8% |
| 3Y | -12.6% | +67.6% | -80.2% | -23.5% |
| 5Y | -80.8% | +200.3% | -281.1% | -85.1% |
| 10Y | +49.9% | +358.2% | -308.3% | -1.4% |
| All | +51.4% | +745.8% | -694.4% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling