+2,471.4%
YUM vs PFG
+989.9%
+1,481.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.7% |
| 7D | -4.0% | +3.2% | -7.3% | -4.9% |
| 30D | -0.1% | +0.9% | -1.1% | -0.5% |
| 3M | -4.3% | +7.7% | -12.0% | -6.4% |
| 6M | -8.7% | +29.0% | -37.7% | -15.1% |
| YTD | -3.1% | +32.5% | -35.6% | -10.7% |
| 1Y | +1.0% | +47.3% | -46.3% | -9.7% |
| 3Y | +21.0% | +68.2% | -47.3% | +2.8% |
| 5Y | +22.9% | +108.5% | -85.6% | -3.2% |
| 10Y | +177.6% | +241.4% | -63.8% | +81.3% |
| All | +2,471.4% | +989.9% | +1,481.5% | +970.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling