+345.4%
TECK vs PFG
+247.4%
+98.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.8% | -7.1% | -6.9% |
| 7D | -4.2% | -3.0% | -1.2% | -2.3% |
| 30D | -0.4% | +2.5% | -2.8% | -2.4% |
| 3M | +10.1% | +6.1% | +4.1% | +4.8% |
| 6M | +26.0% | +31.3% | -5.3% | +3.1% |
| YTD | +38.0% | +33.6% | +4.5% | +11.2% |
| 1Y | +63.8% | +48.5% | +15.3% | +22.0% |
| 3Y | +68.5% | +69.6% | -1.1% | +13.1% |
| 5Y | +179.2% | +111.5% | +67.7% | +54.6% |
| All | +345.4% | +247.4% | +98.0% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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