+21.8%
YUM vs PEGA
-47.2%
+69.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.8% | -1.0% |
| 7D | -5.2% | -5.3% | +0.1% | -4.9% |
| 30D | -0.1% | +8.3% | -8.4% | -0.7% |
| 3M | -4.3% | +8.9% | -13.2% | -5.1% |
| 6M | -8.7% | -19.7% | +11.0% | -7.8% |
| YTD | -3.5% | -39.9% | +36.4% | -0.6% |
| 1Y | +0.5% | -36.4% | +36.8% | +2.7% |
| 3Y | +20.5% | +52.8% | -32.3% | +9.9% |
| 5Y | +21.8% | -45.7% | +67.5% | +24.7% |
| All | +21.8% | -47.2% | +69.0% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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