-18.4%
PDD vs YUM
+40.7%
-59.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.5% |
| 7D | -7.6% | -4.1% | -3.6% | -5.1% |
| 30D | -5.4% | +8.4% | -13.8% | -10.5% |
| 3M | -12.9% | +6.5% | -19.4% | -17.0% |
| 6M | -19.0% | +5.3% | -24.3% | -23.0% |
| YTD | -31.6% | +6.9% | -38.5% | -36.3% |
| 1Y | -43.0% | +8.7% | -51.8% | -48.0% |
| 3Y | -28.9% | +34.1% | -63.0% | -51.2% |
| 5Y | -18.4% | +39.9% | -58.3% | -58.8% |
| All | -18.4% | +40.7% | -59.0% | -58.8% |
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 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