+165.5%
YUM vs PBF
+374.8%
-209.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.2% |
| 7D | -6.1% | +5.3% | -11.4% | -6.4% |
| 30D | -5.8% | +11.7% | -17.6% | -6.6% |
| 3M | -7.6% | +91.1% | -98.7% | -12.0% |
| 6M | -9.1% | +88.4% | -97.6% | -13.8% |
| YTD | -5.5% | +194.1% | -199.6% | -13.8% |
| 1Y | -3.7% | +180.4% | -184.1% | -12.2% |
| 3Y | +17.8% | +59.3% | -41.5% | +10.3% |
| 5Y | +19.3% | +816.3% | -797.0% | -8.6% |
| All | +165.5% | +374.8% | -209.3% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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