+928.7%
PNC vs BUD
+201.1%
+727.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | -3.8% | -5.7% | +1.8% | -1.3% |
| 3M | +9.0% | +3.1% | +5.9% | +7.1% |
| 6M | +16.6% | +7.9% | +8.8% | +11.6% |
| YTD | +20.4% | +27.3% | -6.9% | +5.9% |
| 1Y | +22.3% | +37.8% | -15.5% | +3.3% |
| 3Y | +124.5% | +49.8% | +74.7% | +76.8% |
| 5Y | +54.1% | +43.8% | +10.2% | +21.6% |
| 10Y | +276.3% | -22.6% | +298.9% | +264.4% |
| All | +928.7% | +201.1% | +727.6% | +378.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling