+20.0%
YUM vs PFGC
+110.3%
-90.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -6.1% | -4.8% | -1.3% | -4.9% |
| 30D | -5.8% | -12.5% | +6.7% | -2.7% |
| 3M | -7.6% | -9.7% | +2.1% | -5.4% |
| 6M | -9.1% | +7.0% | -16.2% | -11.1% |
| YTD | -5.5% | +4.5% | -10.0% | -7.2% |
| 1Y | -3.7% | -11.6% | +7.9% | -1.6% |
| 3Y | +17.8% | +58.5% | -40.7% | +1.9% |
| All | +20.0% | +110.3% | -90.3% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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