+171.2%
YUM vs PRU
+138.7%
+32.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -1.1% |
| 7D | -5.2% | -3.8% | -1.4% | -4.0% |
| 30D | -0.1% | -2.0% | +1.9% | +0.5% |
| 3M | -4.3% | +14.0% | -18.2% | -8.4% |
| 6M | -8.7% | +27.2% | -36.0% | -15.9% |
| YTD | -3.5% | +9.1% | -12.6% | -6.8% |
| 1Y | +0.5% | +18.1% | -17.6% | -5.6% |
| 3Y | +20.5% | +44.3% | -23.7% | +3.6% |
| 5Y | +21.8% | +45.7% | -23.9% | +2.4% |
| All | +171.2% | +138.7% | +32.6% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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