-21.5%
PINS vs RCAT
-47.2%
+25.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.2% |
| 7D | +1.0% | -5.9% | +6.9% | +1.1% |
| 30D | -12.0% | -19.7% | +7.7% | -11.6% |
| 3M | -17.9% | -62.9% | +45.0% | -16.0% |
| 6M | -1.0% | -59.6% | +58.5% | +0.8% |
| YTD | -26.0% | -52.1% | +26.0% | -25.4% |
| 1Y | -28.5% | -50.9% | +22.4% | -27.9% |
| 3Y | -39.2% | +333.8% | -373.0% | -42.7% |
| 5Y | -58.3% | +40.7% | -99.1% | -60.3% |
| All | -21.5% | -47.2% | +25.7% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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