+709.7%
PNC vs BIDU
+1,294.4%
-584.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.8% |
| 7D | -0.7% | -2.4% | +1.7% | -0.3% |
| 30D | -4.4% | -16.0% | +11.6% | -1.5% |
| 3M | +4.5% | -24.0% | +28.5% | +9.4% |
| 6M | +19.1% | -24.9% | +43.9% | +23.9% |
| YTD | +18.0% | -29.6% | +47.6% | +23.8% |
| 1Y | +24.1% | -15.2% | +39.2% | +24.1% |
| 3Y | +130.0% | -32.2% | +162.2% | +133.2% |
| 5Y | +50.4% | -43.8% | +94.2% | +48.2% |
| 10Y | +271.3% | -49.5% | +320.7% | +244.4% |
| All | +709.7% | +1,294.4% | -584.7% | +305.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling