-21.6%
PINS vs TECK
+167.3%
-188.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +0.4% |
| 7D | -3.4% | +2.1% | -5.5% | -4.0% |
| 30D | -14.5% | -8.9% | -5.6% | -12.6% |
| 3M | -16.5% | -7.1% | -9.4% | -15.4% |
| 6M | -7.0% | -7.0% | 0.0% | -6.7% |
| YTD | -26.1% | +28.3% | -54.5% | -33.3% |
| 1Y | -30.0% | +40.6% | -70.6% | -38.5% |
| 3Y | -38.5% | +78.2% | -116.6% | -50.8% |
| 5Y | -58.4% | +129.5% | -187.9% | -70.9% |
| All | -21.6% | +167.3% | -188.9% | -60.8% |
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