+34.1%
YUM vs PCOR
-35.6%
+69.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.2% | -2.1% |
| 7D | -3.6% | -9.0% | +5.5% | -2.8% |
| 30D | +0.4% | -7.0% | +7.4% | +0.9% |
| 3M | -3.8% | +18.3% | -22.1% | -5.4% |
| 6M | -8.3% | -7.8% | -0.5% | -8.3% |
| YTD | -2.6% | -25.6% | +22.9% | -0.9% |
| 1Y | +1.5% | -22.7% | +24.2% | +2.7% |
| 3Y | +21.6% | -17.7% | +39.3% | +19.4% |
| 5Y | +23.5% | -42.0% | +65.5% | +18.9% |
| All | +34.1% | -35.6% | +69.7% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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