+24.5%
PH vs YUM
-2.1%
+26.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.0% |
| 7D | -1.3% | -6.1% | +4.8% | -0.5% |
| 30D | -11.0% | -5.8% | -5.1% | -10.2% |
| 3M | +5.5% | -7.6% | +13.1% | +6.5% |
| 6M | +1.5% | -9.1% | +10.6% | +2.6% |
| YTD | +8.8% | -5.5% | +14.3% | +9.4% |
| 1Y | +24.5% | -3.7% | +28.2% | +25.2% |
| All | +24.5% | -2.1% | +26.6% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling