+349.0%
TECK vs PEG
+148.0%
+201.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -3.8% | -0.9% | -3.0% | -3.4% |
| 30D | +0.7% | -3.7% | +4.5% | +2.5% |
| 3M | +4.6% | -7.3% | +11.9% | +8.1% |
| 6M | +25.1% | -10.5% | +35.6% | +31.3% |
| YTD | +39.2% | -7.5% | +46.7% | +43.6% |
| 1Y | +60.3% | -8.7% | +69.1% | +66.2% |
| 3Y | +62.9% | +31.4% | +31.5% | +39.9% |
| 5Y | +181.5% | +37.8% | +143.7% | +132.1% |
| All | +349.0% | +148.0% | +201.0% | +179.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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