+165.5%
YUM vs PEG
+148.0%
+17.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -6.1% | -0.9% | -5.2% | -5.7% |
| 30D | -5.8% | -3.7% | -2.1% | -4.3% |
| 3M | -7.6% | -7.3% | -0.4% | -4.6% |
| 6M | -9.1% | -10.5% | +1.3% | -5.0% |
| YTD | -5.5% | -7.5% | +2.0% | -2.7% |
| 1Y | -3.7% | -8.7% | +5.0% | -0.4% |
| 3Y | +17.8% | +31.4% | -13.6% | +0.4% |
| 5Y | +19.3% | +37.8% | -18.5% | -2.3% |
| All | +165.5% | +148.0% | +17.5% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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