+2,171.4%
TECK vs PTC
+1,614.5%
+556.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.0% | +6.4% | +2.8% |
| 7D | -0.3% | -10.3% | +9.9% | +3.8% |
| 30D | +4.6% | +1.1% | +3.5% | +3.7% |
| 3M | +2.8% | +1.6% | +1.2% | +0.4% |
| 6M | +24.9% | -13.5% | +38.4% | +28.9% |
| YTD | +44.7% | -19.1% | +63.8% | +52.3% |
| 1Y | +112.0% | -33.9% | +145.9% | +141.0% |
| 3Y | +67.6% | -3.9% | +71.5% | +60.8% |
| 5Y | +200.3% | +6.0% | +194.3% | +169.3% |
| 10Y | +358.2% | +223.7% | +134.5% | +152.7% |
| All | +2,171.4% | +1,614.5% | +556.9% | +670.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling