-22.3%
PINS vs TECK
+164.1%
-186.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.4% |
| 7D | -2.1% | -0.2% | -1.8% | -1.9% |
| 30D | -6.6% | -7.5% | +0.9% | -4.9% |
| 3M | -18.7% | -8.4% | -10.3% | -17.2% |
| 6M | -10.4% | -2.2% | -8.2% | -11.3% |
| YTD | -26.8% | +26.8% | -53.6% | -33.6% |
| 1Y | -27.9% | +46.5% | -74.4% | -37.3% |
| 3Y | -38.7% | +69.0% | -107.7% | -50.3% |
| 5Y | -59.0% | +138.8% | -197.7% | -71.7% |
| All | -22.3% | +164.1% | -186.4% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling