-63.4%
PINS vs RCAT
+183.7%
-247.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.0% |
| 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% | -2.6% |
| 6M | +5.3% | -43.2% | +48.4% | +7.5% |
| YTD | -21.2% | +5.5% | -26.8% | -23.1% |
| 1Y | -45.0% | -1.6% | -43.4% | -46.6% |
| 3Y | -26.2% | +773.7% | -799.9% | -40.7% |
| All | -63.4% | +183.7% | -247.1% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling