+16.3%
SBUX vs PENG
+101.4%
-85.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.4% | -7.7% | -1.8% |
| 7D | -3.1% | +4.5% | -7.7% | -3.5% |
| 30D | -0.9% | -7.1% | +6.2% | -0.4% |
| 3M | +11.6% | -27.3% | +38.9% | +13.0% |
| 6M | +8.8% | +169.6% | -160.8% | -7.4% |
| YTD | +26.3% | +164.6% | -138.3% | +7.4% |
| 1Y | +23.1% | +109.5% | -86.3% | +7.1% |
| All | +16.3% | +101.4% | -85.1% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling