+72.5%
TECK vs PFG
+67.4%
+5.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.7% |
| 7D | +4.9% | +3.2% | +1.7% | +2.4% |
| 30D | +5.2% | +0.9% | +4.2% | +4.2% |
| 3M | +13.8% | +7.7% | +6.1% | +7.0% |
| 6M | +38.5% | +29.0% | +9.5% | +14.0% |
| YTD | +47.3% | +32.5% | +14.9% | +18.3% |
| 1Y | +81.0% | +47.3% | +33.7% | +34.0% |
| All | +72.5% | +67.4% | +5.1% | +11.7% |
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 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