+3,217.7%
YUM vs PLUG
-99.2%
+3,316.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.2% | +8.6% | -0.2% |
| 7D | -4.1% | -8.5% | +4.5% | -3.8% |
| 30D | +8.4% | -20.8% | +29.2% | +9.2% |
| 3M | +6.5% | -46.1% | +52.6% | +8.9% |
| 6M | +5.3% | -65.3% | +70.6% | +9.2% |
| YTD | +6.9% | -37.3% | +44.2% | +7.5% |
| 1Y | +8.7% | -54.8% | +63.5% | +10.7% |
| 3Y | +34.1% | -65.0% | +99.1% | +31.6% |
| 5Y | +39.9% | -97.1% | +137.1% | +48.8% |
| 10Y | +213.6% | -16.0% | +229.6% | +170.9% |
| All | +3,217.7% | -99.2% | +3,316.9% | +3,008.1% |
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