+349.0%
TECK vs PHM
+568.1%
-219.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.2% |
| 7D | -3.8% | -5.0% | +1.1% | -2.0% |
| 30D | +0.7% | -8.4% | +9.2% | +4.1% |
| 3M | +4.6% | -4.4% | +9.0% | +5.6% |
| 6M | +25.1% | -3.7% | +28.9% | +26.1% |
| YTD | +39.2% | +1.3% | +37.9% | +37.0% |
| 1Y | +60.3% | -14.0% | +74.4% | +67.4% |
| 3Y | +62.9% | +48.1% | +14.8% | +33.6% |
| 5Y | +181.5% | +158.8% | +22.7% | +77.3% |
| All | +349.0% | +568.1% | -219.1% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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