-23.8%
PFE vs YUM
+40.9%
-64.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | +0.3% | +10.0% | -9.6% | -1.7% |
| 3M | +9.4% | +7.5% | +1.9% | +7.6% |
| 6M | +14.9% | +8.8% | +6.1% | +12.4% |
| YTD | +23.8% | +8.2% | +15.6% | +21.0% |
| 1Y | +19.5% | +9.8% | +9.7% | +16.4% |
| 3Y | +21.0% | +36.4% | -15.4% | +11.1% |
| All | -23.8% | +40.9% | -64.7% | -30.0% |
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