+224.2%
TECK vs PCOR
-30.9%
+255.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.4% |
| 6M | +24.9% | +0.2% | +24.7% | +22.8% |
| YTD | +44.7% | -20.3% | +65.0% | +49.0% |
| 1Y | +112.0% | -16.1% | +128.1% | +114.9% |
| 3Y | +67.6% | -14.7% | +82.3% | +65.2% |
| 5Y | +200.3% | -43.2% | +243.5% | +199.0% |
| All | +224.2% | -30.9% | +255.1% | +212.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling