+25.7%
YUM vs PCOR
-43.2%
+68.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.5% |
| 7D | -1.7% | -6.9% | +5.3% | -1.1% |
| 30D | -0.8% | -1.5% | +0.7% | -0.8% |
| 3M | +1.5% | +18.5% | -17.0% | -0.3% |
| 6M | -6.1% | -4.7% | -1.4% | -6.4% |
| YTD | -0.2% | -22.8% | +22.5% | +1.4% |
| 1Y | +2.5% | -20.7% | +23.2% | +3.5% |
| 3Y | +24.6% | -14.6% | +39.2% | +21.8% |
| 5Y | +25.7% | -40.7% | +66.4% | +20.7% |
| All | +25.7% | -43.2% | +68.8% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling