+54.2%
PCG vs YUM
+22.4%
+31.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.8% | -3.2% |
| 7D | +6.5% | -3.6% | +10.0% | +8.1% |
| 30D | -16.7% | +0.4% | -17.1% | -17.0% |
| 3M | -14.2% | -3.8% | -10.4% | -13.1% |
| 6M | -21.5% | -8.3% | -13.2% | -18.9% |
| YTD | -11.2% | -2.6% | -8.5% | -10.9% |
| 1Y | -4.2% | +1.5% | -5.7% | -5.9% |
| 3Y | -14.9% | +21.6% | -36.5% | -25.5% |
| 5Y | +54.2% | +23.5% | +30.7% | +27.4% |
| All | +54.2% | +22.4% | +31.8% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling