+171.2%
YUM vs P
+684.8%
-513.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.2% | -0.6% |
| 7D | -5.2% | -4.1% | -1.1% | -4.8% |
| 30D | -0.1% | -14.0% | +13.9% | +1.2% |
| 3M | -4.3% | +41.4% | -45.7% | -8.4% |
| 6M | -8.7% | +54.2% | -62.9% | -14.2% |
| YTD | -3.5% | +40.4% | -43.9% | -8.8% |
| 1Y | +0.5% | +16.0% | -15.5% | -4.2% |
| 3Y | +20.5% | +140.7% | -120.1% | -1.9% |
| 5Y | +21.8% | +256.3% | -234.5% | -9.9% |
| All | +171.2% | +684.8% | -513.6% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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