+22.9%
YUM vs PRU
+43.7%
-20.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.5% |
| 7D | -4.0% | -1.9% | -2.2% | -3.6% |
| 30D | -0.1% | -2.6% | +2.5% | +0.5% |
| 3M | -4.3% | +14.7% | -19.0% | -7.7% |
| 6M | -8.7% | +25.7% | -34.4% | -14.2% |
| YTD | -3.1% | +8.3% | -11.4% | -5.5% |
| 1Y | +1.0% | +17.3% | -16.3% | -3.7% |
| 3Y | +21.0% | +43.2% | -22.2% | +6.1% |
| 5Y | +22.9% | +43.5% | -20.6% | +6.7% |
| All | +22.9% | +43.7% | -20.9% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling