+195.3%
TECK vs PCOR
-9.2%
+204.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.6% | -2.8% |
| 7D | +1.7% | +20.7% | -19.0% | -2.1% |
| 30D | -7.6% | +35.7% | -43.3% | -13.0% |
| 3M | -5.9% | +31.1% | -36.9% | -11.2% |
| 6M | -2.8% | +43.1% | -46.0% | -10.4% |
| YTD | +31.8% | +4.8% | +27.0% | +28.3% |
| 1Y | +49.1% | -3.7% | +52.8% | +48.2% |
| 3Y | +83.0% | +46.5% | +36.5% | +63.5% |
| 5Y | +150.6% | -17.3% | +167.9% | +130.9% |
| All | +195.3% | -9.2% | +204.5% | +169.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling