+316.7%
PANW vs YUM
+19.0%
+297.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.8% |
| 7D | -0.8% | -6.1% | +5.3% | +0.8% |
| 30D | -14.6% | -5.8% | -8.7% | -13.4% |
| 3M | +18.3% | -7.6% | +25.9% | +20.0% |
| 6M | +100.5% | -9.1% | +109.6% | +103.5% |
| YTD | +79.5% | -5.5% | +85.0% | +78.3% |
| 1Y | +66.7% | -3.7% | +70.4% | +63.6% |
| 3Y | +161.2% | +17.8% | +143.4% | +124.5% |
| All | +316.7% | +19.0% | +297.7% | +247.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling