+1,881.2%
TECK vs PHM
+1,243.0%
+638.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -0.4% | -4.1% | +3.7% | +1.3% |
| 30D | -7.1% | +16.1% | -23.3% | -12.6% |
| 3M | -5.5% | -2.5% | -3.0% | -4.9% |
| 6M | -9.7% | +12.9% | -22.6% | -14.8% |
| YTD | +26.3% | +9.0% | +17.2% | +20.4% |
| 1Y | +44.4% | +8.2% | +36.2% | +37.8% |
| 3Y | +70.1% | +58.4% | +11.6% | +35.7% |
| 5Y | +125.8% | +159.2% | -33.4% | +42.2% |
| 10Y | +200.6% | +676.9% | -476.3% | +13.0% |
| All | +1,881.2% | +1,243.0% | +638.2% | +514.2% |
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