+146.7%
YUM vs PENG
+762.7%
-616.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -1.7% |
| 7D | -2.0% | +4.5% | -6.6% | -2.4% |
| 30D | -1.1% | -7.1% | +6.0% | -0.7% |
| 3M | +1.8% | -27.3% | +29.0% | +2.9% |
| 6M | -4.7% | +169.6% | -174.3% | -16.1% |
| YTD | +0.6% | +164.6% | -164.0% | -11.5% |
| 1Y | +6.4% | +109.5% | -103.1% | -4.7% |
| 3Y | +22.6% | +98.9% | -76.3% | +5.0% |
| 5Y | +26.0% | +116.3% | -90.3% | +3.9% |
| All | +146.7% | +762.7% | -616.0% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling