-16.0%
PCG vs YUM
+15.9%
-31.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.9% | -5.1% | -0.8% |
| 7D | +1.9% | +10.8% | -8.9% | -0.9% |
| 30D | +8.5% | +21.4% | -12.9% | +2.8% |
| 3M | -22.9% | +13.2% | -36.1% | -25.5% |
| 6M | -16.8% | +8.8% | -25.5% | -18.8% |
| YTD | -15.8% | +11.5% | -27.3% | -18.7% |
| 1Y | -16.0% | +13.4% | -29.4% | -18.9% |
| All | -16.0% | +15.9% | -31.9% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling