-25.1%
PINS vs TECK
+206.8%
-231.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.3% | -7.0% | -8.7% |
| 7D | -13.9% | +4.9% | -18.7% | -14.9% |
| 30D | -25.0% | +5.2% | -30.2% | -26.0% |
| 3M | -16.6% | +13.8% | -30.4% | -19.9% |
| 6M | -7.0% | +38.5% | -45.5% | -16.1% |
| YTD | -29.4% | +47.3% | -76.7% | -38.1% |
| 1Y | -49.9% | +81.0% | -130.9% | -58.9% |
| 3Y | -33.6% | +79.9% | -113.5% | -47.0% |
| 5Y | -66.8% | +207.9% | -274.7% | -78.8% |
| All | -25.1% | +206.8% | -231.9% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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