+67.9%
PPL vs YUM
+215.4%
-147.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.8% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +2.6% | +10.0% | -7.3% | -1.5% |
| 3M | +0.8% | +7.5% | -6.7% | -2.6% |
| 6M | +1.4% | +8.8% | -7.4% | -2.9% |
| YTD | +4.3% | +8.2% | -3.9% | -0.4% |
| 1Y | +0.8% | +9.8% | -9.1% | -4.4% |
| 3Y | +57.9% | +36.4% | +21.5% | +32.7% |
| 5Y | +48.3% | +41.7% | +6.6% | +20.6% |
| All | +67.9% | +215.4% | -147.6% | -0.1% |
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