+72.5%
TECK vs PFGC
+61.7%
+10.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.8% |
| 7D | +4.9% | -3.7% | +8.6% | +6.5% |
| 30D | +5.2% | -16.0% | +21.1% | +12.9% |
| 3M | +13.8% | -4.1% | +17.9% | +14.6% |
| 6M | +38.5% | +8.7% | +29.8% | +31.1% |
| YTD | +47.3% | +6.4% | +41.0% | +40.5% |
| 1Y | +81.0% | -8.4% | +89.4% | +83.9% |
| All | +72.5% | +61.7% | +10.8% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling