+5,028.9%
PH vs YUM
+4,229.6%
+799.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | +0.4% | -1.7% | +2.1% | +1.1% |
| 30D | -10.8% | -0.8% | -10.0% | -10.7% |
| 3M | +8.5% | +1.5% | +7.0% | +7.1% |
| 6M | +3.9% | -6.1% | +10.0% | +6.0% |
| YTD | +9.4% | -0.2% | +9.6% | +8.4% |
| 1Y | +26.8% | +2.5% | +24.3% | +23.6% |
| 3Y | +140.8% | +24.6% | +116.2% | +112.2% |
| 5Y | +253.8% | +25.7% | +228.1% | +210.3% |
| 10Y | +792.3% | +179.7% | +612.7% | +466.1% |
| All | +5,028.9% | +4,229.6% | +799.3% | +1,379.3% |
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 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