+297.3%
YUM vs PBF
+317.1%
-19.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -1.0% |
| 7D | -1.7% | +2.4% | -4.0% | -1.8% |
| 30D | -0.8% | +24.9% | -25.7% | -2.6% |
| 3M | +1.5% | +81.9% | -80.4% | -3.5% |
| 6M | -6.1% | +79.4% | -85.5% | -11.1% |
| YTD | -0.2% | +188.3% | -188.5% | -9.5% |
| 1Y | +2.5% | +177.3% | -174.8% | -7.3% |
| 3Y | +24.6% | +56.0% | -31.4% | +16.1% |
| 5Y | +25.7% | +804.0% | -778.4% | -5.1% |
| 10Y | +179.7% | +334.1% | -154.4% | +97.1% |
| All | +297.3% | +317.1% | -19.8% | +160.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling