-29.1%
PINS vs RCAT
+762.9%
-792.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.1% |
| 7D | -12.0% | -1.4% | -10.6% | -12.0% |
| 30D | -12.7% | -3.3% | -9.3% | -12.6% |
| 3M | -5.5% | -43.2% | +37.7% | -3.5% |
| 6M | +5.3% | -43.2% | +48.4% | +6.8% |
| YTD | -21.2% | +5.5% | -26.8% | -22.1% |
| 1Y | -45.0% | -1.6% | -43.4% | -45.7% |
| All | -29.1% | +762.9% | -792.0% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling