+773.5%
PM vs YUM
+747.4%
+26.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -1.3% | -1.7% | +0.4% | -0.7% |
| 30D | -2.6% | -0.8% | -1.7% | -2.4% |
| 3M | +5.8% | +1.5% | +4.3% | +4.9% |
| 6M | +10.6% | -6.1% | +16.7% | +12.6% |
| YTD | +17.2% | -0.2% | +17.4% | +16.8% |
| 1Y | +17.6% | +2.5% | +15.2% | +16.0% |
| 3Y | +124.3% | +24.6% | +99.6% | +104.9% |
| 5Y | +125.1% | +25.7% | +99.4% | +103.0% |
| 10Y | +198.6% | +179.7% | +18.9% | +99.3% |
| All | +773.5% | +747.4% | +26.2% | +236.2% |
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