+20.0%
YUM vs PBR
+552.2%
-532.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -6.1% | +5.4% | -11.4% | -6.4% |
| 30D | -5.8% | +22.9% | -28.7% | -7.3% |
| 3M | -7.6% | +19.6% | -27.3% | -8.9% |
| 6M | -9.1% | +16.5% | -25.6% | -10.4% |
| YTD | -5.5% | +86.7% | -92.2% | -10.8% |
| 1Y | -3.7% | +74.7% | -78.4% | -8.6% |
| 3Y | +17.8% | +102.6% | -84.8% | +9.4% |
| All | +20.0% | +552.2% | -532.1% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 5y: compounded portfolio wealth divided by compounded PBR 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…
5y analysis · Full analysis span regression · 6 months rolling