+7.6%
SBUX vs PENG
+66.2%
-58.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.6% |
| 7D | +1.0% | +34.6% | -33.6% | -2.5% |
| 30D | +16.6% | -35.9% | +52.5% | +21.4% |
| 3M | -0.6% | -14.7% | +14.1% | -0.8% |
| 6M | +1.8% | +13.5% | -11.7% | -6.4% |
| YTD | +29.7% | +156.1% | -126.4% | +2.1% |
| 1Y | +26.1% | +141.3% | -115.3% | 0.0% |
| 3Y | +10.3% | +223.4% | -213.2% | -22.3% |
| 5Y | +7.6% | +67.4% | -59.8% | -19.2% |
| All | +7.6% | +66.2% | -58.5% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling