+4,477.8%
YUM vs PAAS
+717.7%
+3,760.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.3% |
| 7D | -4.1% | -7.0% | +3.0% | -3.6% |
| 30D | +8.4% | -15.3% | +23.6% | +9.4% |
| 3M | +6.5% | -27.7% | +34.3% | +8.4% |
| 6M | +5.3% | -40.5% | +45.7% | +8.2% |
| YTD | +6.9% | -26.5% | +33.4% | +7.9% |
| 1Y | +8.7% | -0.8% | +9.5% | +7.5% |
| 3Y | +34.1% | +196.9% | -162.9% | +21.7% |
| 5Y | +39.9% | +49.2% | -9.2% | +31.2% |
| 10Y | +213.6% | +199.4% | +14.2% | +173.8% |
| All | +4,477.8% | +717.7% | +3,760.1% | +3,587.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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