+702.3%
PEP vs YUM
+4,229.6%
-3,527.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +0.1% | -1.7% | +1.8% | +0.5% |
| 30D | +0.7% | -0.8% | +1.5% | +0.8% |
| 3M | -0.5% | +1.5% | -2.0% | -1.0% |
| 6M | -11.3% | -6.1% | -5.2% | -10.2% |
| YTD | -0.6% | -0.2% | -0.4% | -0.8% |
| 1Y | +1.7% | +2.5% | -0.8% | +0.6% |
| 3Y | -12.5% | +24.6% | -37.1% | -17.8% |
| 5Y | +3.9% | +25.7% | -21.8% | -3.0% |
| 10Y | +76.6% | +179.7% | -103.1% | +35.5% |
| All | +702.3% | +4,229.6% | -3,527.3% | +231.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling