-6.7%
SBUX vs PBR
+552.2%
-558.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.4% |
| 7D | -5.5% | +5.4% | -10.9% | -6.2% |
| 30D | -8.5% | +22.9% | -31.3% | -11.2% |
| 3M | -2.9% | +19.6% | -22.5% | -5.6% |
| 6M | -1.5% | +16.5% | -18.0% | -4.2% |
| YTD | +19.4% | +86.7% | -67.3% | +7.5% |
| 1Y | +22.9% | +74.7% | -51.8% | +11.7% |
| 3Y | +11.3% | +102.6% | -91.3% | -2.0% |
| All | -6.7% | +552.2% | -558.9% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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