+165.5%
YUM vs PTC
+205.0%
-39.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.5% |
| 7D | -6.1% | -7.3% | +1.2% | -4.5% |
| 30D | -5.8% | -11.6% | +5.8% | -3.3% |
| 3M | -7.6% | +10.5% | -18.1% | -10.3% |
| 6M | -9.1% | -17.8% | +8.7% | -5.9% |
| YTD | -5.5% | -24.9% | +19.4% | -0.3% |
| 1Y | -3.7% | -36.8% | +33.1% | +5.9% |
| 3Y | +17.8% | -8.7% | +26.5% | +14.6% |
| 5Y | +19.3% | +4.1% | +15.2% | +9.6% |
| All | +165.5% | +205.0% | -39.4% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling