+4,572.2%
PCAR vs YUM
+4,264.3%
+307.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | -0.5% | -2.0% | +1.5% | +0.4% |
| 30D | -6.2% | -1.1% | -5.1% | -6.0% |
| 3M | +5.9% | +1.8% | +4.1% | +4.5% |
| 6M | +0.4% | -4.7% | +5.1% | +1.7% |
| YTD | +14.8% | +0.6% | +14.3% | +13.5% |
| 1Y | +30.1% | +6.4% | +23.7% | +25.1% |
| 3Y | +66.7% | +22.6% | +44.1% | +48.6% |
| 5Y | +166.1% | +26.0% | +140.2% | +132.9% |
| 10Y | +353.7% | +174.6% | +179.1% | +176.3% |
| All | +4,572.2% | +4,264.3% | +307.9% | +1,150.8% |
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