-16.4%
PINS vs TECK
+201.4%
-217.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -12.0% | -0.3% | -11.7% | -11.9% |
| 30D | -12.7% | +4.6% | -17.3% | -13.7% |
| 3M | -5.5% | +2.8% | -8.4% | -7.0% |
| 6M | +5.3% | +24.9% | -19.6% | -2.6% |
| YTD | -21.2% | +44.7% | -65.9% | -30.7% |
| 1Y | -45.0% | +112.0% | -157.0% | -57.1% |
| 3Y | -26.2% | +67.6% | -93.8% | -40.0% |
| 5Y | -64.0% | +200.3% | -264.3% | -76.8% |
| All | -16.4% | +201.4% | -217.8% | -59.3% |
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