-2.6%
PEP vs SBUX
+22.9%
-25.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | -2.4% | -3.1% | +0.7% | -2.0% |
| 30D | -0.8% | -0.9% | 0.0% | -0.7% |
| 3M | -2.2% | +11.6% | -13.8% | -3.4% |
| 6M | -14.4% | +8.8% | -23.2% | -15.0% |
| YTD | -2.2% | +26.3% | -28.5% | -4.9% |
| 1Y | -2.6% | +23.1% | -25.7% | -4.7% |
| All | -2.6% | +22.9% | -25.5% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBUX.
Daily Out/Under-Performance
Portfolio return minus SBUX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBUX 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 1y: compounded portfolio wealth divided by compounded SBUX 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…
1y analysis · Full analysis span regression · 6 months rolling