+249.6%
PH vs YUM
+19.0%
+230.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.6% |
| 7D | -1.3% | -6.1% | +4.8% | +1.4% |
| 30D | -11.0% | -5.8% | -5.1% | -8.8% |
| 3M | +5.5% | -7.6% | +13.1% | +8.5% |
| 6M | +1.5% | -9.1% | +10.6% | +4.9% |
| YTD | +8.8% | -5.5% | +14.3% | +10.0% |
| 1Y | +24.5% | -3.7% | +28.2% | +24.2% |
| 3Y | +141.2% | +17.8% | +123.4% | +108.4% |
| All | +249.6% | +19.0% | +230.6% | +193.3% |
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