+293.5%
TECK vs PENG
+661.7%
-368.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +9.3% | -2.3% | +4.6% |
| 7D | +3.1% | -3.8% | +6.9% | +2.8% |
| 30D | -5.0% | -40.1% | +35.1% | +6.2% |
| 3M | -2.6% | -21.8% | +19.2% | +0.2% |
| 6M | 0.0% | +3.3% | -3.4% | -8.6% |
| YTD | +35.6% | +133.6% | -98.0% | -2.0% |
| 1Y | +58.1% | +110.7% | -52.6% | +17.1% |
| 3Y | +93.3% | +204.3% | -110.9% | +20.3% |
| 5Y | +153.7% | +54.4% | +99.3% | +73.3% |
| All | +293.5% | +661.7% | -368.2% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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