+3,964.6%
YUM vs PBR
+1,899.4%
+2,065.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -6.1% | +5.4% | -11.4% | -6.9% |
| 30D | -5.8% | +22.9% | -28.7% | -9.0% |
| 3M | -7.6% | +19.6% | -27.3% | -10.6% |
| 6M | -9.1% | +16.5% | -25.6% | -12.0% |
| YTD | -5.5% | +86.7% | -92.2% | -15.6% |
| 1Y | -3.7% | +74.7% | -78.4% | -13.1% |
| 3Y | +17.8% | +102.6% | -84.8% | +2.1% |
| 5Y | +19.3% | +566.6% | -547.3% | -18.6% |
| 10Y | +170.7% | +686.1% | -515.4% | +60.3% |
| All | +3,964.6% | +1,899.4% | +2,065.3% | +1,800.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling