+76.6%
PEP vs SBUX
+125.6%
-49.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.2% |
| 7D | +0.1% | -3.9% | +4.0% | +1.1% |
| 30D | +0.7% | -2.8% | +3.5% | +1.4% |
| 3M | -0.5% | +8.2% | -8.7% | -2.7% |
| 6M | -11.3% | +4.3% | -15.6% | -12.7% |
| YTD | -0.6% | +23.3% | -23.9% | -6.6% |
| 1Y | +1.7% | +24.3% | -22.6% | -5.0% |
| 3Y | -12.5% | +15.5% | -27.9% | -19.3% |
| 5Y | +3.9% | -2.7% | +6.6% | 0.0% |
| 10Y | +76.6% | +128.8% | -52.3% | +24.5% |
| All | +76.6% | +125.6% | -49.0% | +24.5% |
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