+2,171.4%
TECK vs PFG
+703.6%
+1,467.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +1.3% |
| 7D | -0.3% | +5.5% | -5.9% | -3.5% |
| 30D | +4.6% | +2.4% | +2.3% | +3.0% |
| 3M | +2.8% | +13.6% | -10.7% | -5.1% |
| 6M | +24.9% | +27.9% | -3.0% | +7.9% |
| YTD | +44.7% | +35.6% | +9.2% | +20.6% |
| 1Y | +112.0% | +48.5% | +63.5% | +67.4% |
| 3Y | +67.6% | +66.9% | +0.7% | +23.5% |
| 5Y | +200.3% | +111.0% | +89.4% | +90.2% |
| 10Y | +358.2% | +244.5% | +113.7% | +116.1% |
| All | +2,171.4% | +703.6% | +1,467.8% | +583.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling