-2.7%
SBUX vs PCG
+61.3%
-64.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.0% | -3.3% |
| 7D | -3.9% | +5.4% | -9.3% | -5.3% |
| 30D | -2.8% | -15.1% | +12.3% | +0.4% |
| 3M | +8.2% | -9.8% | +18.0% | +9.8% |
| 6M | +4.3% | -18.0% | +22.3% | +8.6% |
| YTD | +23.3% | -7.2% | +30.6% | +23.6% |
| 1Y | +24.3% | +2.9% | +21.4% | +20.2% |
| 3Y | +15.5% | -11.1% | +26.5% | +14.6% |
| 5Y | -2.7% | +61.8% | -64.5% | -17.7% |
| All | -2.7% | +61.3% | -64.0% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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