+20.0%
YUM vs PTC
+4.1%
+15.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.4% |
| 7D | -6.1% | -7.3% | +1.2% | -4.8% |
| 30D | -5.8% | -11.6% | +5.8% | -3.9% |
| 3M | -7.6% | +10.5% | -18.1% | -9.7% |
| 6M | -9.1% | -17.8% | +8.7% | -6.5% |
| YTD | -5.5% | -24.9% | +19.4% | -1.1% |
| 1Y | -3.7% | -36.8% | +33.1% | +4.5% |
| 3Y | +17.8% | -8.7% | +26.5% | +12.3% |
| All | +20.0% | +4.1% | +15.9% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling