+42,678.7%
SBUX vs PCAR
+8,348.2%
+34,330.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.3% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +12.6% | -4.6% | +17.2% | +14.7% |
| 3M | +0.8% | -22.6% | +23.4% | +11.5% |
| 6M | +0.2% | -12.0% | +12.2% | +4.6% |
| YTD | +27.4% | -6.1% | +33.5% | +29.2% |
| 1Y | +31.5% | +6.3% | +25.2% | +26.7% |
| 3Y | +9.3% | +31.8% | -22.5% | -5.2% |
| 5Y | +1.5% | +104.2% | -102.7% | -26.7% |
| 10Y | +147.9% | +302.9% | -155.0% | +32.8% |
| All | +42,678.7% | +8,348.2% | +34,330.5% | +7,894.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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