+191.5%
PDD vs YUM
+112.9%
+78.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -4.6% | -5.2% | +0.6% | -2.5% |
| 30D | -14.0% | -0.1% | -13.9% | -14.2% |
| 3M | -4.9% | -4.3% | -0.6% | -3.7% |
| 6M | -25.8% | -8.7% | -17.1% | -23.4% |
| YTD | -31.4% | -3.5% | -27.9% | -31.0% |
| 1Y | -37.6% | +0.5% | -38.0% | -38.8% |
| 3Y | -18.4% | +20.5% | -38.9% | -27.5% |
| 5Y | -25.0% | +21.8% | -46.8% | -34.3% |
| All | +191.5% | +112.9% | +78.7% | +89.8% |
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