-21.4%
PFE vs YUM
+22.4%
-43.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.5% |
| 7D | -4.3% | -3.6% | -0.7% | -3.5% |
| 30D | +2.7% | +0.4% | +2.3% | +2.5% |
| 3M | +10.0% | -3.8% | +13.8% | +10.6% |
| 6M | +7.2% | -8.3% | +15.5% | +8.8% |
| YTD | +17.3% | -2.6% | +20.0% | +17.4% |
| 1Y | +20.3% | +1.5% | +18.8% | +19.1% |
| 3Y | -1.6% | +21.6% | -23.2% | -7.4% |
| 5Y | -21.4% | +23.5% | -44.9% | -27.3% |
| All | -21.4% | +22.4% | -43.8% | -27.3% |
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