+72.5%
TECK vs PHM
+50.2%
+22.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -1.9% |
| 7D | +4.9% | -3.9% | +8.7% | +6.3% |
| 30D | +5.2% | -8.6% | +13.7% | +8.5% |
| 3M | +13.8% | -2.9% | +16.7% | +14.0% |
| 6M | +38.5% | -5.7% | +44.2% | +40.0% |
| YTD | +47.3% | +1.9% | +45.5% | +44.3% |
| 1Y | +81.0% | -12.3% | +93.3% | +86.6% |
| All | +72.5% | +50.2% | +22.3% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling