+2,780.1%
PG vs SBUX
+41,466.1%
-38,686.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.7% |
| 7D | -3.4% | -6.3% | +2.9% | -2.4% |
| 30D | -2.6% | -3.9% | +1.3% | -2.0% |
| 3M | -3.3% | +3.3% | -6.6% | -3.9% |
| 6M | -6.7% | +1.4% | -8.2% | -7.1% |
| YTD | +1.7% | +21.0% | -19.2% | -1.5% |
| 1Y | -7.9% | +22.4% | -30.3% | -11.2% |
| 3Y | +0.9% | +13.2% | -12.3% | -3.3% |
| 5Y | +12.6% | -5.2% | +17.8% | +9.8% |
| 10Y | +117.2% | +128.3% | -11.2% | +82.8% |
| All | +2,780.1% | +41,466.1% | -38,686.0% | +1,262.2% |
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 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