+80.3%
PEP vs SBUX
+155.2%
-74.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | -0.6% |
| 7D | +1.0% | +4.8% | -3.8% | -0.2% |
| 30D | +12.6% | +20.6% | -8.0% | +7.1% |
| 3M | +3.1% | +4.3% | -1.1% | +1.9% |
| 6M | -6.3% | +5.5% | -11.8% | -7.8% |
| YTD | +1.9% | +32.3% | -30.5% | -6.2% |
| 1Y | +3.3% | +31.2% | -27.9% | -4.8% |
| 3Y | -4.8% | +14.8% | -19.7% | -11.5% |
| 5Y | +2.0% | +8.0% | -5.9% | -4.7% |
| 10Y | +80.3% | +148.7% | -68.4% | +22.9% |
| All | +80.3% | +155.2% | -74.9% | +22.9% |
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