+165.5%
YUM vs PTEN
-15.6%
+181.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -6.1% | +3.5% | -9.5% | -6.3% |
| 30D | -5.8% | +17.5% | -23.4% | -7.2% |
| 3M | -7.6% | +12.7% | -20.4% | -8.9% |
| 6M | -9.1% | +33.1% | -42.2% | -12.1% |
| YTD | -5.5% | +116.4% | -122.0% | -12.8% |
| 1Y | -3.7% | +141.2% | -144.9% | -12.3% |
| 3Y | +17.8% | -3.8% | +21.6% | +14.6% |
| 5Y | +19.3% | +92.7% | -73.4% | +4.3% |
| All | +165.5% | -15.6% | +181.2% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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