-77.0%
PATH vs YUM
+40.2%
-117.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +1.4% |
| 7D | -5.3% | +3.7% | -9.0% | -7.1% |
| 30D | -0.5% | +14.8% | -15.3% | -7.5% |
| 3M | -7.1% | +6.4% | -13.5% | -10.5% |
| 6M | +23.8% | +4.3% | +19.5% | +19.8% |
| YTD | -20.7% | +8.1% | -28.8% | -26.4% |
| 1Y | -8.1% | +11.3% | -19.3% | -17.1% |
| 3Y | -21.8% | +35.1% | -57.0% | -47.2% |
| All | -77.0% | +40.2% | -117.2% | -86.2% |
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 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