+37.7%
PPL vs YUM
+26.6%
+11.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +1.8% | -1.7% | +3.4% | +2.3% |
| 30D | -1.1% | -0.8% | -0.2% | -0.9% |
| 3M | 0.0% | +1.5% | -1.4% | -0.8% |
| 6M | -7.6% | -6.1% | -1.5% | -6.1% |
| YTD | +1.7% | -0.2% | +2.0% | +1.1% |
| 1Y | +1.5% | +2.5% | -0.9% | -0.2% |
| 3Y | +55.3% | +24.6% | +30.7% | +39.1% |
| 5Y | +37.7% | +25.7% | +12.1% | +17.9% |
| All | +37.7% | +26.6% | +11.1% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling