+163.9%
PCAR vs YUM
+22.4%
+141.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.4% |
| 7D | -0.2% | -3.6% | +3.4% | +1.1% |
| 30D | -6.9% | +0.4% | -7.3% | -7.2% |
| 3M | +2.1% | -3.8% | +5.9% | +3.1% |
| 6M | +1.6% | -8.3% | +9.9% | +4.3% |
| YTD | +12.2% | -2.6% | +14.9% | +12.3% |
| 1Y | +28.0% | +1.5% | +26.5% | +25.8% |
| 3Y | +61.0% | +21.6% | +39.4% | +42.6% |
| 5Y | +163.9% | +23.5% | +140.4% | +129.1% |
| All | +163.9% | +22.4% | +141.5% | +129.1% |
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