+210.9%
PM vs YUM
+171.3%
+39.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.5% |
| 7D | +4.7% | -6.1% | +10.7% | +7.1% |
| 30D | +2.6% | -5.8% | +8.4% | +4.9% |
| 3M | +6.6% | -7.6% | +14.2% | +9.4% |
| 6M | +16.5% | -9.1% | +25.6% | +20.3% |
| YTD | +21.2% | -5.5% | +26.7% | +23.2% |
| 1Y | +17.9% | -3.7% | +21.6% | +18.9% |
| 3Y | +129.8% | +17.8% | +112.0% | +112.6% |
| 5Y | +133.0% | +19.3% | +113.8% | +112.1% |
| All | +210.9% | +171.3% | +39.6% | +110.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling