+40.4%
YUM vs PL
+20.8%
+19.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.4% | -13.4% | -3.3% |
| 7D | +3.7% | -6.8% | +10.5% | +3.9% |
| 30D | +14.8% | -29.3% | +44.1% | +15.9% |
| 3M | +6.4% | -44.8% | +51.1% | +8.2% |
| 6M | +4.3% | -68.4% | +72.7% | +7.6% |
| YTD | +8.1% | -36.4% | +44.4% | +7.3% |
| 1Y | +11.3% | +0.7% | +10.6% | +7.7% |
| 3Y | +35.1% | +455.3% | -420.2% | +14.3% |
| All | +40.4% | +20.8% | +19.6% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling