+127.9%
PNC vs BUD
+44.4%
+83.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.4% |
| 7D | -0.7% | -1.3% | +0.6% | -0.4% |
| 30D | -4.4% | -6.1% | +1.8% | -3.1% |
| 3M | +4.5% | -3.8% | +8.2% | +5.2% |
| 6M | +19.1% | +8.2% | +10.9% | +16.6% |
| YTD | +18.0% | +23.6% | -5.6% | +11.3% |
| 1Y | +24.1% | +33.4% | -9.4% | +14.7% |
| All | +127.9% | +44.4% | +83.4% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 3y: compounded portfolio wealth divided by compounded BUD 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…
3y analysis · Full analysis span regression · 6 months rolling