+2,379.7%
YUM vs PRU
+806.6%
+1,573.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -2.0% | +1.9% | -3.9% | -2.5% |
| 30D | -1.1% | +2.7% | -3.8% | -1.9% |
| 3M | +1.8% | +19.5% | -17.7% | -3.1% |
| 6M | -4.7% | +26.6% | -31.4% | -10.9% |
| YTD | +0.6% | +12.3% | -11.8% | -3.1% |
| 1Y | +6.4% | +18.0% | -11.6% | +1.0% |
| 3Y | +22.6% | +47.0% | -24.4% | +8.2% |
| 5Y | +26.0% | +48.4% | -22.5% | +9.4% |
| 10Y | +174.6% | +142.4% | +32.2% | +97.2% |
| All | +2,379.7% | +806.6% | +1,573.2% | +993.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling