+15.0%
SBUX vs PBF
+56.0%
-41.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.3% | -5.6% | -2.6% |
| 7D | -3.9% | +2.4% | -6.3% | -4.1% |
| 30D | -2.8% | +24.9% | -27.7% | -4.5% |
| 3M | +8.2% | +81.9% | -73.7% | +3.1% |
| 6M | +4.3% | +79.4% | -75.1% | -1.4% |
| YTD | +23.3% | +188.3% | -165.0% | +10.3% |
| 1Y | +24.3% | +177.3% | -153.0% | +10.5% |
| All | +15.0% | +56.0% | -41.0% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 3y: compounded portfolio wealth divided by compounded PBF 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…
3y analysis · Full analysis span regression · 6 months rolling