+62.9%
TECK vs PPG
-17.4%
+80.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.5% |
| 7D | -3.8% | -6.2% | +2.4% | +0.2% |
| 30D | +0.7% | -7.9% | +8.7% | +6.3% |
| 3M | +4.6% | -10.2% | +14.8% | +11.6% |
| 6M | +25.1% | +2.7% | +22.5% | +22.0% |
| YTD | +39.2% | +4.9% | +34.3% | +33.0% |
| 1Y | +60.3% | -3.2% | +63.5% | +60.9% |
| 3Y | +62.9% | -17.0% | +79.9% | +73.1% |
| All | +62.9% | -17.4% | +80.3% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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