+1,124.3%
YUM vs PSKY
-45.6%
+1,169.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.4% | +3.0% | -1.3% |
| 7D | -3.6% | -6.8% | +3.3% | -2.1% |
| 30D | +0.4% | +10.2% | -9.9% | -1.7% |
| 3M | -3.8% | +0.3% | -4.1% | -4.2% |
| 6M | -8.3% | -7.8% | -0.5% | -7.7% |
| YTD | -2.6% | -23.0% | +20.3% | +0.9% |
| 1Y | +1.5% | -31.6% | +33.2% | +6.5% |
| 3Y | +21.6% | -21.3% | +42.9% | +14.9% |
| 5Y | +23.5% | -71.5% | +95.0% | +39.7% |
| 10Y | +178.9% | -75.6% | +254.6% | +173.9% |
| All | +1,124.3% | -45.6% | +1,169.9% | +749.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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