-16.4%
PINS vs YUM
+69.4%
-85.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.5% |
| 7D | -12.0% | -2.0% | -10.0% | -11.0% |
| 30D | -12.7% | -1.1% | -11.6% | -12.4% |
| 3M | -5.5% | +1.8% | -7.3% | -7.4% |
| 6M | +5.3% | -4.7% | +10.0% | +6.6% |
| YTD | -21.2% | +0.6% | -21.8% | -23.3% |
| 1Y | -45.0% | +6.4% | -51.4% | -48.8% |
| 3Y | -26.2% | +22.6% | -48.8% | -40.2% |
| 5Y | -64.0% | +26.0% | -89.9% | -71.6% |
| All | -16.4% | +69.4% | -85.8% | -44.7% |
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