-13.0%
PYPL vs YUM
+20.4%
-33.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.4% |
| 7D | -5.9% | -5.2% | -0.8% | -4.7% |
| 30D | -9.4% | -0.1% | -9.3% | -9.6% |
| 3M | +31.3% | -4.3% | +35.6% | +31.9% |
| 6M | +19.1% | -8.7% | +27.8% | +21.3% |
| YTD | -7.9% | -3.5% | -4.4% | -8.2% |
| 1Y | -17.9% | +0.5% | -18.3% | -19.6% |
| All | -13.0% | +20.4% | -33.4% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling