+1.5%
YUM vs PENG
+106.3%
-104.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -2.4% |
| 7D | -3.6% | +7.3% | -10.8% | -3.4% |
| 30D | +0.4% | -7.5% | +7.9% | +0.3% |
| 3M | -3.8% | -17.2% | +13.4% | -4.0% |
| 6M | -8.3% | +176.7% | -185.0% | -8.2% |
| YTD | -2.6% | +161.0% | -163.7% | -2.5% |
| 1Y | +1.5% | +108.8% | -107.3% | +1.2% |
| All | +1.5% | +106.3% | -104.8% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling