+378.1%
PSX vs YUM
+171.3%
+206.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.3% |
| 7D | +1.7% | -6.1% | +7.8% | +4.6% |
| 30D | +15.6% | -5.8% | +21.5% | +18.6% |
| 3M | +46.5% | -7.6% | +54.1% | +50.6% |
| 6M | +55.0% | -9.1% | +64.2% | +59.6% |
| YTD | +105.3% | -5.5% | +110.8% | +106.3% |
| 1Y | +101.6% | -3.7% | +105.3% | +99.6% |
| 3Y | +134.1% | +17.8% | +116.3% | +103.0% |
| 5Y | +368.7% | +19.3% | +349.4% | +294.4% |
| All | +378.1% | +171.3% | +206.8% | +178.4% |
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