+13.4%
PG vs SBUX
-7.3%
+20.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -0.8% | -5.5% | +4.7% | 0.0% |
| 30D | +0.8% | -8.5% | +9.3% | +2.0% |
| 3M | -1.3% | -2.9% | +1.6% | -1.0% |
| 6M | -3.8% | -1.5% | -2.3% | -3.8% |
| YTD | +3.6% | +19.4% | -15.8% | +0.9% |
| 1Y | -5.7% | +22.9% | -28.7% | -8.7% |
| 3Y | +1.6% | +11.3% | -9.7% | -1.3% |
| All | +13.4% | -7.3% | +20.7% | +11.5% |
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 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