+35.4%
PCAR vs YUM
+34.6%
+0.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.5% |
| 7D | +2.1% | -4.1% | +6.2% | +3.2% |
| 30D | -1.2% | +8.4% | -9.6% | -3.1% |
| 3M | -18.6% | +6.5% | -25.1% | -19.9% |
| 6M | -5.1% | +5.3% | -10.3% | -6.5% |
| YTD | -1.8% | +6.9% | -8.6% | -3.9% |
| 1Y | +10.6% | +8.7% | +1.9% | +7.7% |
| All | +35.4% | +34.6% | +0.8% | +20.6% |
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