+881.9%
PNC vs BUD
+217.8%
+664.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | 0.0% |
| 7D | +3.1% | +1.0% | +2.1% | +2.6% |
| 30D | +7.6% | +6.7% | +1.0% | +4.2% |
| 3M | -8.1% | +5.7% | -13.8% | -10.9% |
| 6M | +12.6% | +5.8% | +6.8% | +8.8% |
| YTD | +15.0% | +34.4% | -19.4% | -1.8% |
| 1Y | +30.4% | +33.3% | -2.9% | +11.8% |
| 3Y | +116.1% | +48.8% | +67.3% | +70.8% |
| 5Y | +37.5% | +52.5% | -15.1% | +5.6% |
| 10Y | +205.1% | -4.0% | +209.1% | +166.0% |
| All | +881.9% | +217.8% | +664.1% | +343.9% |
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 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