+19.5%
PFE vs YUM
+9.4%
+10.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | +0.3% | +10.0% | -9.6% | -1.1% |
| 3M | +9.4% | +7.5% | +1.9% | +8.2% |
| 6M | +14.9% | +8.8% | +6.1% | +12.7% |
| YTD | +23.8% | +8.2% | +15.6% | +20.4% |
| 1Y | +19.5% | +9.8% | +9.7% | +15.5% |
| All | +19.5% | +9.4% | +10.1% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling