+70.1%
TECK vs PFG
+82.7%
-12.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -2.0% |
| 7D | -0.4% | +2.4% | -2.8% | -1.9% |
| 30D | -7.1% | +5.9% | -13.0% | -10.2% |
| 3M | -5.5% | -0.4% | -5.0% | -5.6% |
| 6M | -9.7% | +14.8% | -24.5% | -18.9% |
| YTD | +26.3% | +31.9% | -5.7% | +2.4% |
| 1Y | +44.4% | +38.8% | +5.6% | +12.8% |
| 3Y | +70.1% | +82.4% | -12.3% | +9.0% |
| All | +70.1% | +82.7% | -12.6% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling