-2.7%
SBUX vs PDD
-25.6%
+22.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -2.0% |
| 7D | -3.9% | -4.1% | +0.2% | -3.5% |
| 30D | -2.8% | -13.1% | +10.3% | -1.4% |
| 3M | +8.2% | -3.5% | +11.7% | +8.4% |
| 6M | +4.3% | -21.8% | +26.0% | +6.7% |
| YTD | +23.3% | -29.7% | +53.0% | +27.7% |
| 1Y | +24.3% | -36.2% | +60.5% | +29.9% |
| 3Y | +15.5% | -16.4% | +31.8% | +13.1% |
| 5Y | -2.7% | -23.8% | +21.1% | -12.9% |
| All | -2.7% | -25.6% | +22.9% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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