+4,173.9%
YUM vs PEGA
+362.9%
+3,810.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.4% |
| 7D | -1.7% | -2.4% | +0.7% | -1.5% |
| 30D | -0.8% | +9.6% | -10.5% | -1.7% |
| 3M | +1.5% | +2.3% | -0.9% | +0.9% |
| 6M | -6.1% | -23.9% | +17.8% | -4.4% |
| YTD | -0.2% | -39.8% | +39.5% | +3.3% |
| 1Y | +2.5% | -37.4% | +39.9% | +5.4% |
| 3Y | +24.6% | +53.1% | -28.5% | +15.2% |
| 5Y | +25.7% | -47.2% | +72.9% | +25.3% |
| 10Y | +179.7% | +174.3% | +5.3% | +139.3% |
| All | +4,173.9% | +362.9% | +3,810.9% | +2,810.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling