-23.0%
PINS vs BNS
+148.5%
-171.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.2% |
| 7D | -9.9% | -2.2% | -7.7% | -8.6% |
| 30D | -20.9% | +4.5% | -25.4% | -23.4% |
| 3M | -13.7% | +14.9% | -28.6% | -22.0% |
| 6M | -3.0% | +32.5% | -35.5% | -20.7% |
| YTD | -27.5% | +28.6% | -56.1% | -39.7% |
| 1Y | -46.8% | +48.4% | -95.1% | -60.0% |
| 3Y | -31.8% | +130.8% | -162.6% | -63.1% |
| 5Y | -65.4% | +94.8% | -160.2% | -78.6% |
| All | -23.0% | +148.5% | -171.6% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BNS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling