-21.9%
PINS vs TEVA
+161.2%
-183.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.9% |
| 7D | -6.6% | +2.0% | -8.6% | -7.1% |
| 30D | -16.8% | +1.0% | -17.8% | -17.1% |
| 3M | -11.4% | +7.3% | -18.7% | -13.5% |
| 6M | -1.7% | +21.7% | -23.4% | -8.0% |
| YTD | -26.4% | +18.8% | -45.3% | -31.0% |
| 1Y | -45.5% | +86.5% | -132.0% | -56.5% |
| 3Y | -31.7% | +269.4% | -301.2% | -60.3% |
| 5Y | -64.9% | +303.6% | -368.5% | -81.2% |
| All | -21.9% | +161.2% | -183.1% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling