+52.3%
PNC vs BIDU
-45.6%
+97.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.5% | +1.1% |
| 7D | -0.9% | -5.2% | +4.3% | -0.4% |
| 30D | -4.4% | -14.5% | +10.1% | -3.0% |
| 3M | +5.3% | -22.9% | +28.2% | +7.9% |
| 6M | +19.6% | -27.8% | +47.4% | +22.8% |
| YTD | +19.1% | -30.7% | +49.8% | +22.6% |
| 1Y | +24.3% | -15.8% | +40.1% | +24.1% |
| 3Y | +132.2% | -33.2% | +165.4% | +134.2% |
| 5Y | +52.3% | -44.8% | +97.1% | +53.7% |
| All | +52.3% | -45.6% | +97.9% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling