+2,265.7%
TECK vs PHM
+1,166.8%
+1,098.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.7% | +5.5% |
| 7D | +7.8% | -2.5% | +10.2% | +8.7% |
| 30D | +8.3% | -9.7% | +17.9% | +12.5% |
| 3M | +16.1% | +2.2% | +13.9% | +14.1% |
| 6M | +42.9% | -5.7% | +48.5% | +45.1% |
| YTD | +50.8% | +2.8% | +47.9% | +47.5% |
| 1Y | +106.1% | -14.4% | +120.5% | +115.3% |
| 3Y | +84.0% | +52.2% | +31.8% | +49.4% |
| 5Y | +223.5% | +154.3% | +69.2% | +105.1% |
| 10Y | +378.1% | +545.9% | -167.8% | +93.3% |
| All | +2,265.7% | +1,166.8% | +1,098.9% | +652.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling