+20.0%
YUM vs PTEN
+87.9%
-67.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -6.1% | +3.5% | -9.5% | -6.2% |
| 30D | -5.8% | +17.5% | -23.4% | -6.5% |
| 3M | -7.6% | +12.7% | -20.4% | -8.2% |
| 6M | -9.1% | +33.1% | -42.2% | -10.9% |
| YTD | -5.5% | +116.4% | -122.0% | -10.4% |
| 1Y | -3.7% | +141.2% | -144.9% | -9.6% |
| 3Y | +17.8% | -3.8% | +21.6% | +16.4% |
| All | +20.0% | +87.9% | -67.8% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling