+55.3%
PPL vs YUM
+23.7%
+31.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +1.8% | -1.7% | +3.4% | +2.2% |
| 30D | -1.1% | -0.8% | -0.2% | -0.9% |
| 3M | 0.0% | +1.5% | -1.4% | -0.5% |
| 6M | -7.6% | -6.1% | -1.5% | -6.4% |
| YTD | +1.7% | -0.2% | +2.0% | +1.3% |
| 1Y | +1.5% | +2.5% | -0.9% | +0.4% |
| 3Y | +55.3% | +24.6% | +30.7% | +41.9% |
| All | +55.3% | +23.7% | +31.5% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling