-65.4%
PINS vs TEVA
+290.4%
-355.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +3.0% |
| 7D | -9.9% | -0.7% | -9.2% | -9.8% |
| 30D | -20.9% | -0.4% | -20.6% | -20.9% |
| 3M | -13.7% | +8.2% | -22.0% | -15.3% |
| 6M | -3.0% | +15.3% | -18.4% | -6.5% |
| YTD | -27.5% | +16.5% | -43.9% | -30.5% |
| 1Y | -46.8% | +85.7% | -132.5% | -55.0% |
| 3Y | -31.8% | +277.9% | -309.7% | -58.5% |
| 5Y | -65.4% | +295.5% | -360.9% | -80.8% |
| All | -65.4% | +290.4% | -355.8% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 5y: compounded portfolio wealth divided by compounded TEVA 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…
5y analysis · Full analysis span regression · 6 months rolling