+272.7%
PNC vs BIDU
-48.7%
+321.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | -0.6% | -8.1% | +7.6% | +0.7% |
| 30D | -4.4% | -12.8% | +8.4% | -2.6% |
| 3M | +5.2% | -21.3% | +26.5% | +8.6% |
| 6M | +20.6% | -27.0% | +47.6% | +25.1% |
| YTD | +19.8% | -30.0% | +49.8% | +24.5% |
| 1Y | +24.4% | -18.3% | +42.7% | +25.0% |
| 3Y | +131.2% | -33.8% | +165.1% | +135.0% |
| 5Y | +53.1% | -44.3% | +97.4% | +52.5% |
| All | +272.7% | -48.7% | +321.4% | +226.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 10y: compounded portfolio wealth divided by compounded BIDU 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…
10y analysis · Full analysis span regression · 6 months rolling