+1,131.3%
PSX vs YUM
+287.1%
+844.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | +2.8% | -1.7% | +4.5% | +3.5% |
| 30D | +27.8% | -0.8% | +28.6% | +27.8% |
| 3M | +42.0% | +1.5% | +40.6% | +40.1% |
| 6M | +58.1% | -6.1% | +64.2% | +60.3% |
| YTD | +105.0% | -0.2% | +105.3% | +101.8% |
| 1Y | +104.9% | +2.5% | +102.4% | +98.4% |
| 3Y | +134.1% | +24.6% | +109.5% | +104.2% |
| 5Y | +363.8% | +25.7% | +338.2% | +296.8% |
| 10Y | +370.1% | +179.7% | +190.4% | +190.1% |
| All | +1,131.3% | +287.1% | +844.2% | +563.2% |
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