+32.8%
PFE vs YUM
+171.3%
-138.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.8% |
| 7D | -2.6% | -6.1% | +3.5% | -0.9% |
| 30D | +5.4% | -5.8% | +11.2% | +6.9% |
| 3M | +7.8% | -7.6% | +15.4% | +9.7% |
| 6M | +5.0% | -9.1% | +14.2% | +7.2% |
| YTD | +17.1% | -5.5% | +22.6% | +18.1% |
| 1Y | +19.3% | -3.7% | +23.0% | +19.5% |
| 3Y | -0.9% | +17.8% | -18.7% | -7.3% |
| 5Y | -20.8% | +19.3% | -40.0% | -26.9% |
| All | +32.8% | +171.3% | -138.5% | +1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling