-22.3%
PINS vs RCAT
-43.9%
+21.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +18.6% | -22.8% | -4.7% |
| 7D | -2.1% | -12.7% | +10.7% | -1.8% |
| 30D | -6.6% | -34.3% | +27.7% | -5.8% |
| 3M | -18.7% | -53.4% | +34.7% | -17.3% |
| 6M | -10.4% | -62.0% | +51.6% | -8.6% |
| YTD | -26.8% | -49.1% | +22.3% | -26.2% |
| 1Y | -27.9% | -53.1% | +25.3% | -27.3% |
| 3Y | -38.7% | +318.7% | -357.3% | -42.2% |
| 5Y | -59.0% | +48.5% | -107.5% | -61.0% |
| All | -22.3% | -43.9% | +21.6% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling