+117.5%
SBUX vs PENG
+644.0%
-526.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.8% |
| 7D | +4.9% | -16.1% | +21.0% | +6.7% |
| 30D | +21.2% | -41.5% | +62.6% | +28.0% |
| 3M | +5.7% | -19.1% | +24.8% | +6.2% |
| 6M | +6.0% | +0.9% | +5.1% | -0.3% |
| YTD | +32.9% | +128.2% | -95.3% | +9.0% |
| 1Y | +33.3% | +98.6% | -65.3% | +11.3% |
| 3Y | +13.0% | +188.2% | -175.2% | -14.8% |
| 5Y | +8.8% | +55.5% | -46.7% | -14.6% |
| All | +117.5% | +644.0% | -526.5% | +48.8% |
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