+35.1%
YUM vs PL
+455.3%
-420.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.4% | -13.4% | -3.1% |
| 7D | +3.7% | -6.8% | +10.5% | +3.8% |
| 30D | +14.8% | -29.3% | +44.1% | +15.2% |
| 3M | +6.4% | -44.8% | +51.1% | +7.1% |
| 6M | +4.3% | -68.4% | +72.7% | +5.6% |
| YTD | +8.1% | -36.4% | +44.4% | +7.0% |
| 1Y | +11.3% | +0.7% | +10.6% | +8.6% |
| 3Y | +35.1% | +455.3% | -420.2% | +21.6% |
| All | +35.1% | +455.3% | -420.2% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling