-71.6%
PINS vs RDW
+5.0%
-76.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.6% | -7.9% | -2.1% |
| 7D | -5.2% | +9.5% | -14.7% | -6.3% |
| 30D | -14.9% | -17.4% | +2.4% | -13.1% |
| 3M | -8.4% | -39.5% | +31.1% | -3.9% |
| 6M | +0.6% | +31.3% | -30.7% | -7.8% |
| YTD | -22.2% | +47.8% | -70.0% | -32.3% |
| 1Y | -46.9% | +33.8% | -80.8% | -54.2% |
| 3Y | -26.9% | +262.3% | -289.2% | -57.2% |
| 5Y | -63.0% | -5.7% | -57.3% | -76.7% |
| All | -71.6% | +5.0% | -76.6% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling