-24.6%
PDD vs YUM
+22.4%
-47.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | +0.2% |
| 7D | -4.4% | -3.6% | -0.9% | -2.1% |
| 30D | -15.5% | +0.4% | -15.9% | -16.1% |
| 3M | -4.1% | -3.8% | -0.3% | -2.7% |
| 6M | -23.4% | -8.3% | -15.1% | -19.8% |
| YTD | -30.7% | -2.6% | -28.0% | -31.1% |
| 1Y | -37.6% | +1.5% | -39.1% | -40.9% |
| 3Y | -17.5% | +21.6% | -39.1% | -39.4% |
| 5Y | -24.6% | +23.5% | -48.1% | -49.6% |
| All | -24.6% | +22.4% | -47.1% | -49.6% |
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 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