+439.6%
SBUX vs PBF
+278.8%
+160.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.9% | -0.7% |
| 7D | +0.2% | -4.0% | +4.2% | +0.6% |
| 30D | +19.1% | -18.0% | +37.1% | +21.3% |
| 3M | +3.6% | +0.9% | +2.7% | +2.9% |
| 6M | +5.1% | +65.7% | -60.6% | -1.7% |
| YTD | +32.9% | +161.9% | -129.0% | +16.3% |
| 1Y | +30.4% | +77.8% | -47.4% | +19.1% |
| 3Y | +13.0% | +74.9% | -61.9% | 0.0% |
| 5Y | +10.5% | +423.4% | -412.8% | -18.3% |
| 10Y | +152.8% | +255.2% | -102.4% | +64.7% |
| All | +439.6% | +278.8% | +160.8% | +227.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling