+72.5%
TECK vs PEG
+32.2%
+40.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -0.9% | -1.7% |
| 7D | +4.9% | -0.1% | +5.0% | +4.9% |
| 30D | +5.2% | -1.7% | +6.9% | +5.8% |
| 3M | +13.8% | -6.8% | +20.6% | +16.8% |
| 6M | +38.5% | -11.4% | +49.9% | +45.2% |
| YTD | +47.3% | -7.2% | +54.6% | +51.1% |
| 1Y | +81.0% | -6.1% | +87.1% | +84.3% |
| All | +72.5% | +32.2% | +40.3% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling