+165.5%
YUM vs PPG
+26.9%
+138.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | -6.1% | -6.2% | +0.2% | -3.7% |
| 30D | -5.8% | -7.9% | +2.1% | -2.9% |
| 3M | -7.6% | -10.2% | +2.6% | -4.3% |
| 6M | -9.1% | +2.7% | -11.8% | -11.3% |
| YTD | -5.5% | +4.9% | -10.4% | -9.0% |
| 1Y | -3.7% | -3.2% | -0.5% | -4.4% |
| 3Y | +17.8% | -17.0% | +34.8% | +22.4% |
| 5Y | +19.3% | -23.3% | +42.6% | +25.1% |
| All | +165.5% | +26.9% | +138.7% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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