+63.8%
PYPL vs TECK
+680.4%
-616.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.0% |
| 7D | -1.2% | -1.2% | 0.0% | -1.0% |
| 30D | +6.1% | -5.7% | +11.8% | +7.0% |
| 3M | +1.1% | -3.6% | +4.7% | +1.3% |
| 6M | +32.7% | -2.2% | +34.9% | +32.0% |
| YTD | +2.8% | +33.6% | -30.8% | -4.6% |
| 1Y | -10.8% | +49.0% | -59.7% | -18.9% |
| 3Y | +9.8% | +85.4% | -75.6% | -5.6% |
| 5Y | -70.2% | +138.5% | -208.7% | -76.1% |
| 10Y | +50.1% | +218.0% | -167.9% | +2.5% |
| All | +63.8% | +680.4% | -616.5% | +3.6% |
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 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