+6.0%
SBUX vs PCOR
-30.9%
+36.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | -0.5% |
| 7D | -3.1% | -9.0% | +5.8% | -1.5% |
| 30D | -0.9% | +4.2% | -5.0% | -1.9% |
| 3M | +11.6% | +14.4% | -2.8% | +8.1% |
| 6M | +8.8% | +0.2% | +8.6% | +7.1% |
| YTD | +26.3% | -20.3% | +46.6% | +29.8% |
| 1Y | +23.1% | -16.1% | +39.3% | +24.5% |
| 3Y | +15.0% | -14.7% | +29.7% | +12.2% |
| 5Y | +0.4% | -43.2% | +43.5% | -7.3% |
| All | +6.0% | -30.9% | +36.9% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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