+129.5%
TECK vs PENG
+66.2%
+63.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.7% | -5.6% | -4.3% |
| 7D | +2.1% | +34.6% | -32.5% | -4.6% |
| 30D | -8.9% | -35.9% | +27.0% | -1.2% |
| 3M | -7.1% | -14.7% | +7.6% | -6.6% |
| 6M | -7.0% | +13.5% | -20.5% | -15.9% |
| YTD | +28.3% | +156.1% | -127.8% | -5.7% |
| 1Y | +40.6% | +141.3% | -100.8% | +4.5% |
| 3Y | +78.2% | +223.4% | -145.3% | +15.8% |
| 5Y | +129.5% | +67.4% | +62.1% | +48.8% |
| All | +129.5% | +66.2% | +63.4% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling