+162.1%
YUM vs PENG
+735.0%
-572.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -0.7% |
| 7D | -4.1% | +34.6% | -38.7% | -6.3% |
| 30D | +8.4% | -35.9% | +44.3% | +11.2% |
| 3M | +6.5% | -14.7% | +21.2% | +6.4% |
| 6M | +5.3% | +13.5% | -8.3% | +0.3% |
| YTD | +6.9% | +156.1% | -149.3% | -6.9% |
| 1Y | +8.7% | +141.3% | -132.6% | -4.9% |
| 3Y | +34.1% | +223.4% | -189.4% | +9.0% |
| 5Y | +39.9% | +67.4% | -27.5% | +17.7% |
| All | +162.1% | +735.0% | -572.9% | +82.2% |
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