-21.9%
PINS vs RCAT
-37.5%
+15.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.4% | -10.9% | +0.2% |
| 7D | -6.2% | +1.1% | -7.3% | -6.3% |
| 30D | -10.9% | -22.0% | +11.1% | -10.5% |
| 3M | -19.5% | -51.1% | +31.6% | -18.2% |
| 6M | -10.4% | -56.6% | +46.2% | -8.9% |
| YTD | -26.4% | -43.3% | +16.9% | -26.0% |
| 1Y | -29.6% | -51.5% | +21.9% | -29.1% |
| 3Y | -39.0% | +411.4% | -450.4% | -42.8% |
| 5Y | -59.1% | +74.4% | -133.6% | -61.2% |
| All | -21.9% | -37.5% | +15.6% | -36.3% |
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