+35.5%
YUM vs PRU
+56.1%
-20.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -3.7% | -2.8% | -0.8% | -3.1% |
| 30D | +9.2% | +8.5% | +0.7% | +7.5% |
| 3M | +11.2% | +1.7% | +9.5% | +10.7% |
| 6M | +7.7% | +24.8% | -17.1% | +3.1% |
| YTD | +7.5% | +13.3% | -5.8% | +4.6% |
| 1Y | +8.3% | +21.4% | -13.0% | +4.0% |
| All | +35.5% | +56.1% | -20.6% | +18.5% |
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