+40.2%
YUM vs PENG
+56.2%
-16.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.3% | -9.4% | -0.5% |
| 7D | +2.1% | -3.8% | +5.9% | +2.0% |
| 30D | +11.1% | -40.1% | +51.2% | +13.0% |
| 3M | +7.3% | -21.8% | +29.0% | +7.6% |
| 6M | +6.9% | +3.3% | +3.6% | +3.9% |
| YTD | +7.9% | +133.6% | -125.7% | -1.9% |
| 1Y | +10.0% | +110.7% | -100.7% | +0.6% |
| 3Y | +36.7% | +204.3% | -167.5% | +15.9% |
| 5Y | +40.2% | +54.4% | -14.2% | +23.9% |
| All | +40.2% | +56.2% | -16.0% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling