+3,909.6%
PCAR vs YUM
+4,595.4%
-685.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.2% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | -1.4% | +10.0% | -11.4% | -5.4% |
| 3M | -18.1% | +7.5% | -25.6% | -20.8% |
| 6M | -4.0% | +8.8% | -12.8% | -8.1% |
| YTD | -1.5% | +8.2% | -9.7% | -5.8% |
| 1Y | +13.2% | +9.8% | +3.3% | +7.5% |
| 3Y | +35.8% | +36.4% | -0.7% | +15.5% |
| 5Y | +114.6% | +41.7% | +73.0% | +78.4% |
| 10Y | +289.6% | +217.5% | +72.1% | +123.0% |
| All | +3,909.6% | +4,595.4% | -685.8% | +938.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling