+39.1%
YUM vs PL
+75.7%
-36.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -2.3% |
| 7D | -3.6% | -13.9% | +10.3% | -3.1% |
| 30D | +0.4% | -25.5% | +25.8% | +1.3% |
| 3M | -3.8% | -44.8% | +41.0% | -2.0% |
| 6M | -8.3% | -33.3% | +25.0% | -8.3% |
| YTD | -2.6% | -12.7% | +10.0% | -4.2% |
| 1Y | +1.5% | +90.9% | -89.4% | -4.3% |
| 3Y | +21.6% | +528.5% | -506.9% | +3.2% |
| 5Y | +23.5% | +72.7% | -49.2% | +5.7% |
| All | +39.1% | +75.7% | -36.6% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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