+413.0%
SBUX vs PBF
+303.9%
+109.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.1% |
| 7D | -3.1% | +4.3% | -7.4% | -3.6% |
| 30D | -0.9% | +22.0% | -22.9% | -3.1% |
| 3M | +11.6% | +74.5% | -62.9% | +4.4% |
| 6M | +8.8% | +67.7% | -58.9% | +1.3% |
| YTD | +26.3% | +179.2% | -152.9% | +10.4% |
| 1Y | +23.1% | +170.0% | -146.9% | +7.2% |
| 3Y | +15.0% | +66.4% | -51.4% | +2.7% |
| 5Y | +0.4% | +764.5% | -764.1% | -30.5% |
| 10Y | +130.7% | +358.5% | -227.8% | +46.0% |
| All | +413.0% | +303.9% | +109.1% | +210.7% |
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