+2,212.2%
TECK vs PPG
+573.4%
+1,638.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | +0.1% | -0.2% |
| 7D | +4.9% | -3.7% | +8.6% | +8.3% |
| 30D | +5.2% | -7.2% | +12.4% | +12.2% |
| 3M | +13.8% | -7.3% | +21.1% | +20.5% |
| 6M | +38.5% | +0.3% | +38.2% | +36.1% |
| YTD | +47.3% | +6.5% | +40.8% | +36.2% |
| 1Y | +81.0% | +0.5% | +80.5% | +74.4% |
| 3Y | +79.9% | -15.3% | +95.2% | +97.1% |
| 5Y | +207.9% | -22.9% | +230.8% | +246.0% |
| 10Y | +389.5% | +28.4% | +361.1% | +214.7% |
| All | +2,212.2% | +573.4% | +1,638.7% | +326.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling