-21.9%
PINS vs TECK
+182.5%
-204.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.0% | -6.4% | -1.2% |
| 7D | -6.2% | +3.1% | -9.2% | -6.9% |
| 30D | -10.9% | -5.0% | -6.0% | -9.9% |
| 3M | -19.5% | -2.6% | -16.9% | -19.4% |
| 6M | -10.4% | 0.0% | -10.4% | -11.7% |
| YTD | -26.4% | +35.6% | -62.0% | -34.4% |
| 1Y | -29.6% | +58.1% | -87.7% | -40.1% |
| 3Y | -39.0% | +93.3% | -132.4% | -52.3% |
| 5Y | -59.1% | +153.7% | -212.8% | -72.2% |
| All | -21.9% | +182.5% | -204.3% | -61.5% |
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