+218.0%
TECK vs PTC
+317.3%
-99.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | -5.7% | +0.9% | -6.6% | -6.0% |
| 3M | -3.6% | +30.4% | -34.0% | -15.4% |
| 6M | -2.2% | +34.4% | -36.6% | -16.6% |
| YTD | +33.6% | +12.6% | +21.0% | +21.7% |
| 1Y | +49.0% | +10.2% | +38.8% | +37.0% |
| 3Y | +85.4% | +29.4% | +56.0% | +52.4% |
| 5Y | +138.5% | +63.7% | +74.8% | +69.3% |
| 10Y | +218.0% | +316.9% | -98.9% | +31.3% |
| All | +218.0% | +317.3% | -99.3% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling