+4,173.9%
YUM vs PTC
+138.2%
+4,035.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | 0.0% |
| 7D | -1.7% | -12.8% | +11.1% | +0.3% |
| 30D | -0.8% | -9.8% | +9.0% | +0.6% |
| 3M | +1.5% | -2.1% | +3.5% | +1.3% |
| 6M | -6.1% | -18.1% | +12.0% | -3.9% |
| YTD | -0.2% | -23.5% | +23.3% | +3.0% |
| 1Y | +2.5% | -37.4% | +39.8% | +8.9% |
| 3Y | +24.6% | -7.2% | +31.8% | +23.3% |
| 5Y | +25.7% | +2.7% | +23.0% | +21.3% |
| 10Y | +179.7% | +203.4% | -23.7% | +124.1% |
| All | +4,173.9% | +138.2% | +4,035.6% | +2,455.6% |
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