+1,125.3%
PPL vs YUM
+4,264.3%
-3,139.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +2.7% | -2.0% | +4.7% | +3.2% |
| 30D | +0.5% | -1.1% | +1.5% | +0.6% |
| 3M | +0.7% | +1.8% | -1.1% | 0.0% |
| 6M | -7.6% | -4.7% | -2.9% | -6.8% |
| YTD | +1.8% | +0.6% | +1.2% | +1.3% |
| 1Y | -0.8% | +6.4% | -7.2% | -2.8% |
| 3Y | +56.9% | +22.6% | +34.3% | +47.5% |
| 5Y | +39.5% | +26.0% | +13.6% | +29.8% |
| 10Y | +55.4% | +174.6% | -119.2% | +20.6% |
| All | +1,125.3% | +4,264.3% | -3,139.0% | +513.2% |
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