+165.5%
YUM vs PODD
+223.0%
-57.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.8% |
| 7D | -6.1% | -10.5% | +4.5% | -4.5% |
| 30D | -5.8% | -9.0% | +3.2% | -4.6% |
| 3M | -7.6% | -11.5% | +3.9% | -6.7% |
| 6M | -9.1% | -44.7% | +35.6% | -2.0% |
| YTD | -5.5% | -53.6% | +48.1% | +4.6% |
| 1Y | -3.7% | -61.0% | +57.2% | +9.2% |
| 3Y | +17.8% | -24.7% | +42.5% | +16.9% |
| 5Y | +19.3% | -55.5% | +74.7% | +25.5% |
| All | +165.5% | +223.0% | -57.4% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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