+17.9%
PM vs YUM
-2.1%
+20.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.4% |
| 7D | +4.7% | -6.1% | +10.7% | +7.1% |
| 30D | +2.6% | -5.8% | +8.4% | +4.8% |
| 3M | +6.6% | -7.6% | +14.2% | +9.5% |
| 6M | +16.5% | -9.1% | +25.6% | +20.5% |
| YTD | +21.2% | -5.5% | +26.7% | +23.7% |
| 1Y | +17.9% | -3.7% | +21.6% | +18.3% |
| All | +17.9% | -2.1% | +20.0% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling