-8.7%
YUM vs PTEN
+43.1%
-51.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.9% |
| 7D | -5.2% | +2.8% | -8.0% | -4.8% |
| 30D | -0.1% | +17.6% | -17.7% | +2.2% |
| 3M | -4.3% | +8.2% | -12.5% | -2.5% |
| 6M | -8.7% | +38.1% | -46.8% | -4.3% |
| All | -8.7% | +43.1% | -51.8% | -4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling