+91.3%
PEP vs SBUX
+146.7%
-55.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.5% |
| 7D | -0.3% | +1.0% | -1.4% | -0.6% |
| 30D | +11.8% | +16.6% | -4.8% | +7.2% |
| 3M | +3.7% | -0.6% | +4.2% | +3.7% |
| 6M | -4.3% | +1.8% | -6.1% | -5.0% |
| YTD | +2.1% | +29.7% | -27.5% | -5.4% |
| 1Y | +2.5% | +26.1% | -23.5% | -4.5% |
| 3Y | -5.0% | +10.3% | -15.3% | -10.5% |
| 5Y | +2.9% | +7.6% | -4.8% | -4.1% |
| All | +91.3% | +146.7% | -55.5% | +35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling