+196.9%
TECK vs PFGC
+351.0%
-154.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.0% |
| 7D | -0.4% | +3.4% | -3.9% | -1.5% |
| 30D | -7.1% | +16.9% | -24.0% | -12.2% |
| 3M | -5.5% | +6.4% | -11.9% | -7.8% |
| 6M | -9.7% | +16.0% | -25.7% | -15.0% |
| YTD | +26.3% | +23.6% | +2.6% | +16.0% |
| 1Y | +44.4% | +16.6% | +27.8% | +35.2% |
| 3Y | +70.1% | +82.3% | -12.2% | +35.1% |
| 5Y | +125.8% | +138.7% | -12.9% | +59.6% |
| All | +196.9% | +351.0% | -154.1% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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