+43.7%
PYPL vs YUM
+175.5%
-131.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -0.7% |
| 7D | -4.3% | -3.6% | -0.8% | -2.6% |
| 30D | -11.5% | +0.4% | -11.8% | -11.9% |
| 3M | +26.1% | -3.8% | +29.9% | +27.5% |
| 6M | +13.7% | -8.3% | +22.0% | +17.4% |
| YTD | -9.8% | -2.6% | -7.2% | -10.3% |
| 1Y | -22.1% | +1.5% | -23.6% | -24.6% |
| 3Y | -13.5% | +21.6% | -35.1% | -25.6% |
| 5Y | -81.6% | +23.5% | -105.1% | -84.4% |
| 10Y | +38.8% | +178.9% | -140.2% | -22.0% |
| All | +43.7% | +175.5% | -131.8% | -20.2% |
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