+163.5%
YUM vs PENG
+644.0%
-480.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.2% |
| 7D | +2.0% | -16.1% | +18.1% | +3.0% |
| 30D | +10.6% | -41.5% | +52.1% | +14.3% |
| 3M | +10.8% | -19.1% | +29.9% | +11.0% |
| 6M | +6.5% | +0.9% | +5.6% | +2.4% |
| YTD | +7.5% | +128.2% | -120.8% | -5.6% |
| 1Y | +10.2% | +98.6% | -88.4% | -2.0% |
| 3Y | +34.8% | +188.2% | -153.4% | +10.6% |
| 5Y | +40.0% | +55.5% | -15.5% | +18.3% |
| All | +163.5% | +644.0% | -480.5% | +84.8% |
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