+161.2%
PANW vs YUM
+17.9%
+143.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.4% |
| 7D | -0.8% | -6.1% | +5.3% | -0.9% |
| 30D | -14.6% | -5.8% | -8.7% | -14.7% |
| 3M | +18.3% | -7.6% | +25.9% | +18.0% |
| 6M | +100.5% | -9.1% | +109.6% | +100.0% |
| YTD | +79.5% | -5.5% | +85.0% | +77.4% |
| 1Y | +66.7% | -3.7% | +70.4% | +64.2% |
| 3Y | +161.2% | +17.8% | +143.4% | +145.7% |
| All | +161.2% | +17.9% | +143.4% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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