+165.5%
YUM vs PFG
+251.1%
-85.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.5% |
| 7D | -6.1% | -0.4% | -5.6% | -5.9% |
| 30D | -5.8% | +2.9% | -8.7% | -6.8% |
| 3M | -7.6% | +6.7% | -14.3% | -9.9% |
| 6M | -9.1% | +33.8% | -42.9% | -18.1% |
| YTD | -5.5% | +35.0% | -40.5% | -15.3% |
| 1Y | -3.7% | +46.4% | -50.1% | -16.3% |
| 3Y | +17.8% | +71.7% | -53.9% | -5.3% |
| 5Y | +19.3% | +113.7% | -94.4% | -14.2% |
| All | +165.5% | +251.1% | -85.5% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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