+1.5%
YUM vs PL
+99.3%
-97.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -2.5% |
| 7D | -3.6% | -13.9% | +10.3% | -3.7% |
| 30D | +0.4% | -25.5% | +25.8% | 0.0% |
| 3M | -3.8% | -44.8% | +41.0% | -4.4% |
| 6M | -8.3% | -33.3% | +25.0% | -9.6% |
| YTD | -2.6% | -12.7% | +10.0% | -4.5% |
| 1Y | +1.5% | +90.9% | -89.4% | -3.0% |
| All | +1.5% | +99.3% | -97.8% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling