-19.3%
PDD vs YUM
+20.9%
-40.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.7% |
| 7D | -4.4% | -4.0% | -0.4% | -3.5% |
| 30D | -15.5% | -0.1% | -15.4% | -15.6% |
| 3M | -4.1% | -4.3% | +0.2% | -3.4% |
| 6M | -23.4% | -8.7% | -14.7% | -21.8% |
| YTD | -30.7% | -3.1% | -27.5% | -30.5% |
| 1Y | -37.6% | +1.0% | -38.6% | -38.5% |
| All | -19.3% | +20.9% | -40.1% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling