+207.8%
YUM vs P
+485.4%
-277.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.3% |
| 7D | -2.0% | +6.5% | -8.6% | -2.7% |
| 30D | -1.1% | +18.8% | -19.9% | -3.2% |
| 3M | +1.8% | +26.7% | -25.0% | -1.5% |
| 6M | -4.7% | +62.2% | -66.9% | -11.0% |
| YTD | +0.6% | +48.5% | -47.9% | -5.6% |
| 1Y | +6.4% | +26.4% | -20.0% | +0.5% |
| 3Y | +22.6% | +159.4% | -136.8% | -0.7% |
| 5Y | +26.0% | +275.8% | -249.8% | -6.5% |
| 10Y | +174.6% | +732.0% | -557.4% | +67.4% |
| All | +207.8% | +485.4% | -277.6% | +91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling