+1,145.0%
PPL vs YUM
+4,562.8%
-3,417.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.0% | -3.7% | +2.7% | -0.1% |
| 30D | +3.0% | +9.2% | -6.1% | +0.8% |
| 3M | +1.1% | +11.2% | -10.1% | -1.7% |
| 6M | -0.8% | +7.7% | -8.4% | -2.9% |
| YTD | +3.5% | +7.5% | -4.0% | +1.1% |
| 1Y | -0.9% | +8.3% | -9.2% | -3.4% |
| 3Y | +54.2% | +34.8% | +19.4% | +41.6% |
| 5Y | +46.3% | +41.6% | +4.7% | +32.2% |
| 10Y | +65.0% | +215.3% | -150.3% | +24.2% |
| All | +1,145.0% | +4,562.8% | -3,417.8% | +512.2% |
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