+48.1%
YUM vs PCOR
-9.2%
+57.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | +2.0% | +20.7% | -18.7% | +0.2% |
| 30D | +10.6% | +35.7% | -25.0% | +7.5% |
| 3M | +10.8% | +31.1% | -20.3% | +7.9% |
| 6M | +6.5% | +43.1% | -36.6% | +2.6% |
| YTD | +7.5% | +4.8% | +2.6% | +6.0% |
| 1Y | +10.2% | -3.7% | +13.8% | +9.5% |
| 3Y | +34.8% | +46.5% | -11.7% | +25.1% |
| 5Y | +40.0% | -17.3% | +57.3% | +30.4% |
| All | +48.1% | -9.2% | +57.3% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling