+1,881.2%
TECK vs PEG
+1,010.1%
+871.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.1% | -2.6% |
| 7D | -0.4% | +4.5% | -5.0% | -3.3% |
| 30D | -7.1% | +7.5% | -14.7% | -11.7% |
| 3M | -5.5% | +0.8% | -6.3% | -6.5% |
| 6M | -9.7% | 0.0% | -9.7% | -10.6% |
| YTD | +26.3% | -3.0% | +29.3% | +27.3% |
| 1Y | +44.4% | -4.7% | +49.1% | +47.2% |
| 3Y | +70.1% | +36.5% | +33.6% | +31.7% |
| 5Y | +125.8% | +44.4% | +81.4% | +63.0% |
| 10Y | +200.6% | +170.2% | +30.4% | +23.7% |
| All | +1,881.2% | +1,010.1% | +871.2% | +365.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling