+3,947.2%
YUM vs PEG
+1,787.8%
+2,159.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -6.1% | -0.9% | -5.2% | -5.7% |
| 30D | -5.8% | -3.7% | -2.1% | -4.5% |
| 3M | -7.6% | -7.3% | -0.4% | -5.0% |
| 6M | -9.1% | -10.5% | +1.3% | -5.5% |
| YTD | -5.5% | -7.5% | +2.0% | -3.0% |
| 1Y | -3.7% | -8.7% | +5.0% | -0.8% |
| 3Y | +17.8% | +31.4% | -13.6% | +3.9% |
| 5Y | +19.3% | +37.8% | -18.5% | +2.3% |
| 10Y | +170.7% | +148.0% | +22.7% | +83.0% |
| All | +3,947.2% | +1,787.8% | +2,159.4% | +1,400.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling