+70.1%
TECK vs PENG
+209.7%
-139.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.8% | -0.4% |
| 7D | -0.4% | +13.2% | -13.7% | -3.2% |
| 30D | -7.1% | -29.9% | +22.8% | -1.1% |
| 3M | -5.5% | -22.2% | +16.8% | -2.9% |
| 6M | -9.7% | -1.9% | -7.8% | -15.8% |
| YTD | +26.3% | +142.1% | -115.9% | -7.2% |
| 1Y | +44.4% | +151.5% | -107.1% | +4.9% |
| 3Y | +70.1% | +206.9% | -136.9% | +23.1% |
| All | +70.1% | +209.7% | -139.7% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling