+138.8%
YUM vs PENG
+751.0%
-612.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -2.4% |
| 7D | -3.6% | +7.3% | -10.8% | -4.1% |
| 30D | +0.4% | -7.5% | +7.9% | +0.8% |
| 3M | -3.8% | -17.2% | +13.4% | -3.7% |
| 6M | -8.3% | +176.7% | -185.0% | -19.4% |
| YTD | -2.6% | +161.0% | -163.7% | -14.2% |
| 1Y | +1.5% | +108.8% | -107.3% | -9.0% |
| 3Y | +21.6% | +109.8% | -88.2% | +3.4% |
| 5Y | +23.5% | +111.7% | -88.2% | +2.1% |
| All | +138.8% | +751.0% | -612.2% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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