+217.5%
YUM vs PR
+86.0%
+131.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.2% |
| 7D | +0.1% | +6.0% | -5.9% | -0.1% |
| 30D | +10.0% | -4.2% | +14.2% | +10.1% |
| 3M | +7.5% | +10.0% | -2.5% | +7.0% |
| 6M | +8.8% | +15.6% | -6.8% | +8.0% |
| YTD | +8.2% | +68.2% | -60.0% | +5.7% |
| 1Y | +9.8% | +79.2% | -69.4% | +7.0% |
| 3Y | +36.4% | +94.9% | -58.5% | +31.7% |
| 5Y | +41.7% | +272.8% | -231.1% | +31.7% |
| All | +217.5% | +86.0% | +131.5% | +184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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