+4,801.5%
PGR vs YUM
+4,000.0%
+801.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.4% |
| 7D | -0.6% | -6.1% | +5.5% | +1.5% |
| 30D | +4.9% | -5.8% | +10.8% | +7.0% |
| 3M | +7.6% | -7.6% | +15.3% | +10.4% |
| 6M | +8.3% | -9.1% | +17.4% | +11.4% |
| YTD | +1.7% | -5.5% | +7.3% | +3.2% |
| 1Y | -6.8% | -3.7% | -3.1% | -6.3% |
| 3Y | +73.4% | +17.8% | +55.6% | +61.5% |
| 5Y | +161.2% | +19.3% | +142.0% | +140.2% |
| 10Y | +819.5% | +170.7% | +648.8% | +524.8% |
| All | +4,801.5% | +4,000.0% | +801.6% | +1,344.1% |
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