+332.1%
PFE vs YUM
+4,595.4%
-4,263.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 3M | +9.4% | +7.5% | +1.9% | +7.1% |
| 6M | +14.9% | +8.8% | +6.1% | +11.8% |
| YTD | +23.8% | +8.2% | +15.6% | +20.4% |
| 1Y | +19.5% | +9.8% | +9.7% | +15.8% |
| 3Y | +21.0% | +36.4% | -15.4% | +9.5% |
| 5Y | -23.9% | +41.7% | -65.6% | -32.4% |
| 10Y | +47.8% | +217.5% | -169.7% | +3.6% |
| All | +332.1% | +4,595.4% | -4,263.3% | +59.1% |
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