-16.4%
PINS vs RCAT
+16.3%
-32.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.4% |
| 6M | +5.3% | -43.2% | +48.4% | +6.1% |
| YTD | -21.2% | +5.5% | -26.8% | -21.9% |
| 1Y | -45.0% | -1.6% | -43.4% | -45.6% |
| 3Y | -26.2% | +773.7% | -799.9% | -31.7% |
| 5Y | -64.0% | +187.6% | -251.6% | -66.3% |
| All | -16.4% | +16.3% | -32.6% | -32.8% |
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 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