+3,947.2%
YUM vs PNC
+1,144.5%
+2,802.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | -6.1% | -0.6% | -5.5% | -5.9% |
| 30D | -5.8% | -4.4% | -1.4% | -4.6% |
| 3M | -7.6% | +5.2% | -12.9% | -9.2% |
| 6M | -9.1% | +20.6% | -29.8% | -14.3% |
| YTD | -5.5% | +19.8% | -25.3% | -10.9% |
| 1Y | -3.7% | +24.4% | -28.1% | -10.4% |
| 3Y | +17.8% | +131.2% | -113.4% | -10.5% |
| 5Y | +19.3% | +53.1% | -33.8% | +0.5% |
| 10Y | +170.7% | +276.8% | -106.1% | +67.2% |
| All | +3,947.2% | +1,144.5% | +2,802.6% | +1,217.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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