+50.4%
PNC vs BUD
+44.7%
+5.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.1% |
| 7D | -0.7% | -1.3% | +0.6% | -0.3% |
| 30D | -4.4% | -6.1% | +1.8% | -2.3% |
| 3M | +4.5% | -3.8% | +8.2% | +5.6% |
| 6M | +19.1% | +8.2% | +10.9% | +14.8% |
| YTD | +18.0% | +23.6% | -5.6% | +7.4% |
| 1Y | +24.1% | +33.4% | -9.4% | +9.2% |
| 3Y | +130.0% | +45.3% | +84.7% | +88.6% |
| 5Y | +50.4% | +44.3% | +6.1% | +22.6% |
| All | +50.4% | +44.7% | +5.7% | +22.6% |
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