+101.8%
SBUX vs PENG
+755.0%
-653.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.2% |
| 7D | -3.9% | +7.8% | -11.7% | -4.9% |
| 30D | -2.8% | -12.2% | +9.4% | -1.3% |
| 3M | +8.2% | -20.6% | +28.8% | +9.1% |
| 6M | +4.3% | +180.9% | -176.7% | -14.9% |
| YTD | +23.3% | +162.3% | -138.9% | +1.4% |
| 1Y | +24.3% | +107.3% | -83.0% | +5.1% |
| 3Y | +15.5% | +110.8% | -95.3% | -8.8% |
| 5Y | -2.7% | +117.8% | -120.5% | -25.7% |
| All | +101.8% | +755.0% | -653.2% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling