-23.7%
PATH vs YUM
+35.3%
-59.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -2.7% | -3.7% | +0.9% | -2.6% |
| 30D | -1.4% | +9.2% | -10.5% | -1.5% |
| 3M | -16.4% | +11.2% | -27.7% | -16.5% |
| 6M | +23.3% | +7.7% | +15.6% | +23.0% |
| YTD | -19.8% | +7.5% | -27.3% | -20.6% |
| 1Y | -8.6% | +8.3% | -16.9% | -9.5% |
| All | -23.7% | +35.3% | -59.0% | -39.2% |
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