-19.4%
PCG vs YUM
+9.4%
-28.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +1.8% |
| 7D | +2.2% | +0.1% | +2.0% | +2.1% |
| 30D | +0.8% | +10.0% | -9.2% | -1.9% |
| 3M | -23.8% | +7.5% | -31.3% | -25.2% |
| 6M | -19.6% | +8.8% | -28.4% | -21.8% |
| YTD | -16.7% | +8.2% | -24.9% | -19.3% |
| 1Y | -19.4% | +9.8% | -29.2% | -21.9% |
| All | -19.4% | +9.4% | -28.8% | -21.9% |
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