+72.5%
TECK vs PSKY
-21.8%
+94.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.4% | +3.1% | -1.7% |
| 7D | +4.9% | -6.8% | +11.7% | +5.7% |
| 30D | +5.2% | +10.2% | -5.1% | +4.1% |
| 3M | +13.8% | +0.3% | +13.5% | +13.6% |
| 6M | +38.5% | -7.8% | +46.2% | +39.2% |
| YTD | +47.3% | -23.0% | +70.3% | +50.8% |
| 1Y | +81.0% | -31.6% | +112.6% | +86.7% |
| All | +72.5% | -21.8% | +94.3% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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