-76.3%
PCG vs YUM
+171.3%
-247.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.6% |
| 7D | -3.5% | -6.1% | +2.6% | -0.4% |
| 30D | -20.6% | -5.8% | -14.8% | -18.3% |
| 3M | -17.6% | -7.6% | -9.9% | -14.7% |
| 6M | -23.5% | -9.1% | -14.3% | -20.3% |
| YTD | -13.6% | -5.5% | -8.1% | -12.0% |
| 1Y | -11.3% | -3.7% | -7.6% | -10.8% |
| 3Y | -16.9% | +17.8% | -34.7% | -26.5% |
| 5Y | +50.8% | +19.3% | +31.5% | +30.9% |
| All | -76.3% | +171.3% | -247.6% | -86.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling