+36.0%
PNC vs BUD
+49.9%
-13.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.1% |
| 7D | -0.6% | +0.5% | -1.1% | -0.8% |
| 30D | +5.8% | +7.4% | -1.6% | +3.0% |
| 3M | -7.9% | +4.3% | -12.2% | -9.6% |
| 6M | +10.0% | +5.3% | +4.7% | +7.3% |
| YTD | +14.8% | +33.2% | -18.4% | +1.2% |
| 1Y | +29.7% | +31.8% | -2.1% | +14.8% |
| 3Y | +114.4% | +47.8% | +66.6% | +75.3% |
| 5Y | +36.0% | +50.2% | -14.2% | +5.3% |
| All | +36.0% | +49.9% | -13.9% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling