+240.1%
PLD vs YUM
+177.1%
+63.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -2.8% | -5.2% | +2.3% | -0.2% |
| 30D | -3.6% | -0.1% | -3.6% | -3.8% |
| 3M | -7.1% | -4.3% | -2.8% | -5.6% |
| 6M | +0.2% | -8.7% | +8.9% | +4.2% |
| YTD | +6.9% | -3.5% | +10.4% | +7.6% |
| 1Y | +25.0% | +0.5% | +24.6% | +22.8% |
| 3Y | +20.8% | +20.5% | +0.2% | +5.4% |
| 5Y | +16.2% | +21.8% | -5.6% | -0.1% |
| All | +240.1% | +177.1% | +63.0% | +89.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling