+115.9%
PNC vs BUD
+48.3%
+67.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.7% |
| 7D | -0.6% | +0.5% | -1.1% | -0.7% |
| 30D | +5.8% | +7.4% | -1.6% | +4.3% |
| 3M | -7.9% | +4.3% | -12.2% | -8.8% |
| 6M | +10.0% | +5.3% | +4.7% | +8.5% |
| YTD | +14.8% | +33.2% | -18.4% | +7.0% |
| 1Y | +29.7% | +31.8% | -2.1% | +21.0% |
| All | +115.9% | +48.3% | +67.6% | +86.0% |
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