+434.9%
YUM vs PSLV
+109.5%
+325.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | -6.1% | -3.5% | -2.6% | -5.9% |
| 30D | -5.8% | -2.1% | -3.7% | -5.7% |
| 3M | -7.6% | -1.6% | -6.0% | -7.7% |
| 6M | -9.1% | -25.5% | +16.3% | -7.9% |
| YTD | -5.5% | -11.4% | +5.9% | -6.2% |
| 1Y | -3.7% | +48.6% | -52.3% | -8.3% |
| 3Y | +17.8% | +166.9% | -149.1% | +6.6% |
| 5Y | +19.3% | +152.4% | -133.1% | +7.7% |
| 10Y | +170.7% | +187.8% | -17.1% | +137.4% |
| All | +434.9% | +109.5% | +325.4% | +311.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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