-21.8%
PATH vs YUM
+35.1%
-57.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | 0.0% |
| 7D | -5.3% | +3.7% | -9.0% | -5.4% |
| 30D | -0.5% | +14.8% | -15.3% | -0.8% |
| 3M | -7.1% | +6.4% | -13.5% | -7.5% |
| 6M | +23.8% | +4.3% | +19.5% | +23.4% |
| YTD | -20.7% | +8.1% | -28.8% | -21.4% |
| 1Y | -8.1% | +11.3% | -19.3% | -9.4% |
| 3Y | -21.8% | +35.1% | -57.0% | -36.5% |
| All | -21.8% | +35.1% | -57.0% | -36.5% |
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