-45.5%
PINS vs RDW
+29.5%
-75.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.5% |
| 7D | -6.6% | +0.9% | -7.5% | -6.6% |
| 30D | -16.8% | -21.3% | +4.5% | -16.5% |
| 3M | -11.4% | -37.9% | +26.5% | -11.1% |
| 6M | -1.7% | +12.3% | -14.0% | -1.2% |
| YTD | -26.4% | +39.7% | -66.2% | -27.3% |
| 1Y | -45.5% | +25.7% | -71.2% | -45.4% |
| All | -45.5% | +29.5% | -75.0% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling