+1,892.7%
PEP vs SBUX
+45,371.7%
-43,479.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | -0.2% |
| 7D | +1.0% | +4.8% | -3.8% | +0.3% |
| 30D | +12.6% | +20.6% | -8.0% | +9.3% |
| 3M | +3.1% | +4.3% | -1.1% | +2.4% |
| 6M | -6.3% | +5.5% | -11.8% | -7.2% |
| YTD | +1.9% | +32.3% | -30.5% | -2.9% |
| 1Y | +3.3% | +31.2% | -27.9% | -1.5% |
| 3Y | -4.8% | +14.8% | -19.7% | -8.9% |
| 5Y | +2.0% | +8.0% | -5.9% | -2.4% |
| 10Y | +80.3% | +148.7% | -68.4% | +51.0% |
| All | +1,892.7% | +45,371.7% | -43,479.1% | +806.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling