+3,947.2%
YUM vs PNR
+716.1%
+3,231.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -6.1% | -6.0% | 0.0% | -4.2% |
| 30D | -5.8% | -14.0% | +8.1% | -1.5% |
| 3M | -7.6% | -21.7% | +14.1% | -1.0% |
| 6M | -9.1% | -37.3% | +28.1% | +3.8% |
| YTD | -5.5% | -45.1% | +39.6% | +12.0% |
| 1Y | -3.7% | -49.1% | +45.4% | +16.8% |
| 3Y | +17.8% | -14.8% | +32.6% | +18.8% |
| 5Y | +19.3% | -21.0% | +40.3% | +20.7% |
| 10Y | +170.7% | +64.7% | +106.0% | +108.8% |
| All | +3,947.2% | +716.1% | +3,231.0% | +1,930.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling