+3.3%
PEP vs SBUX
+1.3%
+2.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -1.4% | -3.1% | +1.7% | -0.9% |
| 30D | +0.2% | -0.9% | +1.1% | +0.3% |
| 3M | -1.1% | +11.6% | -12.7% | -2.8% |
| 6M | -13.5% | +8.8% | -22.3% | -14.8% |
| YTD | -1.2% | +26.3% | -27.5% | -5.0% |
| 1Y | -1.6% | +23.1% | -24.7% | -5.1% |
| 3Y | -12.5% | +15.0% | -27.5% | -15.7% |
| All | +3.3% | +1.3% | +2.0% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling