+697.6%
PEP vs YUM
+4,264.3%
-3,566.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -1.4% | -2.0% | +0.7% | -0.9% |
| 30D | +0.2% | -1.1% | +1.3% | +0.4% |
| 3M | -1.1% | +1.8% | -2.9% | -1.7% |
| 6M | -13.5% | -4.7% | -8.7% | -12.7% |
| YTD | -1.2% | +0.6% | -1.8% | -1.6% |
| 1Y | -1.6% | +6.4% | -8.0% | -3.5% |
| 3Y | -12.5% | +22.6% | -35.1% | -17.5% |
| 5Y | +3.0% | +26.0% | -22.9% | -3.9% |
| 10Y | +73.9% | +174.6% | -100.7% | +34.0% |
| All | +697.6% | +4,264.3% | -3,566.8% | +228.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling