+70.4%
TECK vs PCOR
-14.4%
+84.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +1.2% |
| 7D | -0.3% | -9.0% | +8.6% | +1.4% |
| 30D | +4.6% | +4.2% | +0.5% | +3.5% |
| 3M | +2.8% | +14.4% | -11.6% | -0.2% |
| 6M | +24.9% | +0.2% | +24.7% | +23.2% |
| YTD | +44.7% | -20.3% | +65.0% | +52.0% |
| 1Y | +112.0% | -16.1% | +128.1% | +117.9% |
| All | +70.4% | -14.4% | +84.8% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling