+4,033.9%
YUM vs PHM
+3,099.9%
+934.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.4% |
| 7D | -5.2% | -6.4% | +1.2% | -3.7% |
| 30D | -0.1% | -12.1% | +12.0% | +2.9% |
| 3M | -4.3% | -1.5% | -2.7% | -4.3% |
| 6M | -8.7% | -6.0% | -2.7% | -8.0% |
| YTD | -3.5% | -0.3% | -3.2% | -4.2% |
| 1Y | +0.5% | -13.3% | +13.8% | +2.9% |
| 3Y | +20.5% | +47.6% | -27.0% | +6.2% |
| 5Y | +21.8% | +154.7% | -132.9% | -7.9% |
| 10Y | +176.5% | +552.4% | -375.9% | +59.9% |
| All | +4,033.9% | +3,099.9% | +934.1% | +1,077.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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