+35.1%
YUM vs PR
+64.2%
-29.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.0% |
| 7D | +3.7% | -16.4% | +20.1% | +3.7% |
| 30D | +14.8% | -1.9% | +16.7% | +14.6% |
| 3M | +6.4% | +8.0% | -1.6% | +6.0% |
| 6M | +4.3% | +4.1% | +0.2% | +4.1% |
| YTD | +8.1% | +58.7% | -50.6% | +5.7% |
| 1Y | +11.3% | +75.8% | -64.5% | +8.3% |
| 3Y | +35.1% | +73.2% | -38.0% | +26.7% |
| All | +35.1% | +64.2% | -29.1% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling