-32.7%
PINS vs RDW
+249.5%
-282.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.6% |
| 7D | -9.9% | +4.8% | -14.7% | -10.2% |
| 30D | -20.9% | -19.5% | -1.4% | -19.8% |
| 3M | -13.7% | -26.9% | +13.2% | -12.4% |
| 6M | -3.0% | +17.8% | -20.8% | -6.6% |
| YTD | -27.5% | +43.0% | -70.5% | -32.9% |
| 1Y | -46.8% | +32.1% | -78.9% | -51.0% |
| All | -32.7% | +249.5% | -282.2% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling