+165.5%
YUM vs PNR
+66.2%
+99.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -6.1% | -6.0% | 0.0% | -4.0% |
| 30D | -5.8% | -14.0% | +8.1% | -0.9% |
| 3M | -7.6% | -21.7% | +14.1% | -0.2% |
| 6M | -9.1% | -37.3% | +28.1% | +5.5% |
| YTD | -5.5% | -45.1% | +39.6% | +14.4% |
| 1Y | -3.7% | -49.1% | +45.4% | +19.7% |
| 3Y | +17.8% | -14.8% | +32.6% | +17.0% |
| 5Y | +19.3% | -21.0% | +40.3% | +19.9% |
| All | +165.5% | +66.2% | +99.4% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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