+24.6%
YUM vs PLUG
-72.4%
+97.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -0.8% |
| 7D | -1.7% | +8.1% | -9.8% | -1.7% |
| 30D | -0.8% | +3.7% | -4.5% | -0.9% |
| 3M | +1.5% | -29.2% | +30.6% | +1.7% |
| 6M | -6.1% | +6.1% | -12.2% | -6.4% |
| YTD | -0.2% | +14.7% | -14.9% | -0.8% |
| 1Y | +2.5% | +56.9% | -54.5% | +0.8% |
| 3Y | +24.6% | -71.6% | +96.2% | +24.5% |
| All | +24.6% | -72.4% | +97.0% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling