+179.2%
TECK vs PHM
+149.8%
+29.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.1% | -4.2% | -5.6% |
| 7D | -4.2% | -6.4% | +2.1% | -2.2% |
| 30D | -0.4% | -12.1% | +11.7% | +3.9% |
| 3M | +10.1% | -1.5% | +11.7% | +9.9% |
| 6M | +26.0% | -6.0% | +32.0% | +27.7% |
| YTD | +38.0% | -0.3% | +38.3% | +36.8% |
| 1Y | +63.8% | -13.3% | +77.1% | +69.4% |
| 3Y | +68.5% | +47.6% | +20.9% | +43.7% |
| 5Y | +179.2% | +154.7% | +24.5% | +95.1% |
| All | +179.2% | +149.8% | +29.4% | +95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling