+20.8%
YUM vs PRU
+42.2%
-21.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.6% |
| 7D | -4.0% | -1.9% | -2.2% | -3.7% |
| 30D | -0.1% | -2.6% | +2.5% | +0.3% |
| 3M | -4.3% | +14.7% | -19.0% | -6.9% |
| 6M | -8.7% | +25.7% | -34.4% | -12.9% |
| YTD | -3.1% | +8.3% | -11.4% | -4.8% |
| 1Y | +1.0% | +17.3% | -16.3% | -2.6% |
| All | +20.8% | +42.2% | -21.5% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling