+2,521.4%
PWR vs YUM
+171.3%
+2,350.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.1% | +7.2% | +6.2% |
| 7D | +4.2% | -6.1% | +10.2% | +7.4% |
| 30D | -4.0% | -5.8% | +1.8% | -1.6% |
| 3M | -4.8% | -7.6% | +2.9% | -1.9% |
| 6M | +14.6% | -9.1% | +23.8% | +18.5% |
| YTD | +54.2% | -5.5% | +59.8% | +55.4% |
| 1Y | +67.1% | -3.7% | +70.8% | +65.3% |
| 3Y | +218.5% | +17.8% | +200.7% | +172.4% |
| 5Y | +466.3% | +19.3% | +447.0% | +376.4% |
| All | +2,521.4% | +171.3% | +2,350.1% | +1,320.8% |
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