+171.2%
YUM vs PLUG
+54.0%
+117.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.8% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | -0.1% | -5.0% | +4.9% | 0.0% |
| 3M | -4.3% | -26.2% | +21.9% | -3.3% |
| 6M | -8.7% | -0.5% | -8.2% | -9.3% |
| YTD | -3.5% | +7.1% | -10.6% | -4.9% |
| 1Y | +0.5% | +46.5% | -46.1% | -3.3% |
| 3Y | +20.5% | -73.5% | +94.0% | +19.9% |
| 5Y | +21.8% | -91.3% | +113.1% | +25.4% |
| All | +171.2% | +54.0% | +117.2% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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