+3.3%
PCG vs YUM
+4,537.5%
-4,534.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.8% |
| 7D | -2.0% | -4.1% | +2.1% | -0.8% |
| 30D | -2.7% | +8.4% | -11.1% | -4.9% |
| 3M | -25.1% | +6.5% | -31.6% | -26.5% |
| 6M | -22.3% | +5.3% | -27.6% | -23.7% |
| YTD | -18.5% | +6.9% | -25.4% | -20.4% |
| 1Y | -21.8% | +8.7% | -30.6% | -24.1% |
| 3Y | -21.0% | +34.1% | -55.1% | -28.0% |
| 5Y | +8.1% | +39.9% | -31.9% | -2.8% |
| 10Y | -76.6% | +213.6% | -290.2% | -82.8% |
| All | +3.3% | +4,537.5% | -4,534.3% | -54.0% |
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