-17.5%
PINS vs BNY
+314.9%
-332.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.6% |
| 7D | -5.2% | +1.5% | -6.7% | -6.0% |
| 30D | -14.9% | +3.3% | -18.3% | -16.7% |
| 3M | -8.4% | +15.3% | -23.7% | -16.4% |
| 6M | +0.6% | +42.5% | -41.8% | -19.2% |
| YTD | -22.2% | +42.1% | -64.4% | -37.7% |
| 1Y | -46.9% | +59.4% | -106.3% | -60.4% |
| 3Y | -26.9% | +291.5% | -318.4% | -68.1% |
| 5Y | -63.0% | +252.3% | -315.3% | -83.1% |
| All | -17.5% | +314.9% | -332.3% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BNY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling