+282.6%
TECK vs PSKY
-42.2%
+324.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.1% |
| 7D | -0.3% | -0.2% | -0.2% | -0.3% |
| 30D | +4.6% | +24.0% | -19.4% | -5.3% |
| 3M | +2.8% | +2.2% | +0.7% | +0.9% |
| 6M | +24.9% | -9.0% | +33.9% | +27.0% |
| YTD | +44.7% | -18.1% | +62.9% | +50.5% |
| 1Y | +112.0% | -25.1% | +137.1% | +121.8% |
| 3Y | +67.6% | -16.3% | +83.9% | +39.2% |
| 5Y | +200.3% | -70.4% | +270.7% | +268.6% |
| 10Y | +358.2% | -74.2% | +432.4% | +348.6% |
| All | +282.6% | -42.2% | +324.8% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling