+13.4%
PCG vs YUM
+4,264.3%
-4,251.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.8% |
| 7D | -13.9% | -2.0% | -11.8% | -13.4% |
| 30D | -16.9% | -1.1% | -15.8% | -16.7% |
| 3M | -14.7% | +1.8% | -16.5% | -15.3% |
| 6M | -23.8% | -4.7% | -19.1% | -23.0% |
| YTD | -10.5% | +0.6% | -11.1% | -11.0% |
| 1Y | -5.1% | +6.4% | -11.5% | -7.2% |
| 3Y | -11.6% | +22.6% | -34.2% | -17.4% |
| 5Y | +59.0% | +26.0% | +33.1% | +47.2% |
| 10Y | -75.7% | +174.6% | -250.4% | -81.6% |
| All | +13.4% | +4,264.3% | -4,251.0% | -48.6% |
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