-80.6%
PYPL vs YUM
+19.0%
-99.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.8% |
| 7D | -2.3% | -6.1% | +3.8% | +0.6% |
| 30D | -9.0% | -5.8% | -3.2% | -6.7% |
| 3M | +30.6% | -7.6% | +38.2% | +34.3% |
| 6M | +18.6% | -9.1% | +27.7% | +22.7% |
| YTD | -7.2% | -5.5% | -1.7% | -6.7% |
| 1Y | -19.3% | -3.7% | -15.5% | -20.2% |
| 3Y | -12.3% | +17.8% | -30.1% | -27.7% |
| All | -80.6% | +19.0% | -99.6% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling