+3,022.2%
YUM vs PLUG
-98.6%
+3,120.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.3% |
| 7D | -2.0% | -0.9% | -1.1% | -2.0% |
| 30D | -1.1% | +3.3% | -4.4% | -1.3% |
| 3M | +1.8% | -39.7% | +41.5% | +3.6% |
| 6M | -4.7% | -12.5% | +7.8% | -4.9% |
| YTD | +0.6% | +10.2% | -9.6% | -0.9% |
| 1Y | +6.4% | +50.7% | -44.3% | +2.5% |
| 3Y | +22.6% | -74.5% | +97.1% | +21.6% |
| 5Y | +26.0% | -91.8% | +117.7% | +28.3% |
| 10Y | +174.6% | +43.7% | +130.9% | +132.3% |
| All | +3,022.2% | -98.6% | +3,120.9% | +2,764.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling