+4,535.0%
YUM vs PTC
+250.4%
+4,284.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.3% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | +10.0% | +1.2% | +8.8% | +9.8% |
| 3M | +7.5% | +27.4% | -19.9% | +2.8% |
| 6M | +8.8% | +39.2% | -30.4% | +2.2% |
| YTD | +8.2% | +12.5% | -4.3% | +4.6% |
| 1Y | +9.8% | +12.3% | -2.4% | +6.2% |
| 3Y | +36.4% | +28.8% | +7.6% | +27.6% |
| 5Y | +41.7% | +60.9% | -19.2% | +27.1% |
| 10Y | +217.5% | +316.6% | -99.1% | +140.6% |
| All | +4,535.0% | +250.4% | +4,284.6% | +2,495.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling