+41.6%
YUM vs PRU
+43.3%
-1.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -3.7% | -2.8% | -0.8% | -2.9% |
| 30D | +9.2% | +8.5% | +0.7% | +6.9% |
| 3M | +11.2% | +1.7% | +9.5% | +10.6% |
| 6M | +7.7% | +24.8% | -17.1% | +1.4% |
| YTD | +7.5% | +13.3% | -5.8% | +3.5% |
| 1Y | +8.3% | +21.4% | -13.0% | +2.3% |
| 3Y | +34.8% | +54.8% | -20.0% | +15.0% |
| 5Y | +41.6% | +42.4% | -0.8% | +24.0% |
| All | +41.6% | +43.3% | -1.7% | +24.0% |
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