+13.4%
PG vs YUM
+19.0%
-5.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.3% |
| 7D | -0.8% | -6.1% | +5.3% | +1.2% |
| 30D | +0.8% | -5.8% | +6.7% | +2.7% |
| 3M | -1.3% | -7.6% | +6.3% | +1.0% |
| 6M | -3.8% | -9.1% | +5.3% | -1.1% |
| YTD | +3.6% | -5.5% | +9.1% | +5.0% |
| 1Y | -5.7% | -3.7% | -2.0% | -5.2% |
| 3Y | +1.6% | +17.8% | -16.2% | -6.0% |
| All | +13.4% | +19.0% | -5.6% | +2.8% |
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