+228.9%
YUM vs PR
+152.2%
+76.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | +2.0% | -9.5% | +11.5% | +2.4% |
| 30D | +10.6% | -5.7% | +16.3% | +10.8% |
| 3M | +10.8% | +3.0% | +7.8% | +10.6% |
| 6M | +6.5% | +11.8% | -5.3% | +5.8% |
| YTD | +7.5% | +58.5% | -51.0% | +5.2% |
| 1Y | +10.2% | +69.9% | -59.7% | +7.5% |
| 3Y | +34.8% | +84.9% | -50.1% | +30.4% |
| 5Y | +40.0% | +246.4% | -206.4% | +30.6% |
| 10Y | +212.0% | +70.3% | +141.7% | +177.5% |
| All | +228.9% | +152.2% | +76.7% | +186.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling