+10.5%
SBUX vs PBF
+420.6%
-410.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.9% | -0.4% |
| 7D | +0.2% | -4.0% | +4.2% | +0.4% |
| 30D | +19.1% | -18.0% | +37.1% | +20.4% |
| 3M | +3.6% | +0.9% | +2.7% | +3.1% |
| 6M | +5.1% | +65.7% | -60.6% | +0.9% |
| YTD | +32.9% | +161.9% | -129.0% | +21.7% |
| 1Y | +30.4% | +77.8% | -47.4% | +23.2% |
| 3Y | +13.0% | +74.9% | -61.9% | +1.5% |
| 5Y | +10.5% | +423.4% | -412.8% | -7.6% |
| All | +10.5% | +420.6% | -410.1% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling