+17.8%
YUM vs PTEN
-3.7%
+21.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -6.1% | +3.5% | -9.5% | -6.1% |
| 30D | -5.8% | +17.5% | -23.4% | -6.0% |
| 3M | -7.6% | +12.7% | -20.4% | -7.6% |
| 6M | -9.1% | +33.1% | -42.2% | -9.9% |
| YTD | -5.5% | +116.4% | -122.0% | -8.5% |
| 1Y | -3.7% | +141.2% | -144.9% | -7.6% |
| 3Y | +17.8% | -3.8% | +21.6% | +15.5% |
| All | +17.8% | -3.7% | +21.5% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling