+1.6%
SBUX vs PENG
+115.2%
-113.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.4% | -7.7% | -2.1% |
| 7D | -3.1% | +4.5% | -7.7% | -3.7% |
| 30D | -0.9% | -7.1% | +6.2% | -0.2% |
| 3M | +11.6% | -27.3% | +38.9% | +13.6% |
| 6M | +8.8% | +169.6% | -160.8% | -12.2% |
| YTD | +26.3% | +164.6% | -138.3% | +1.8% |
| 1Y | +23.1% | +109.5% | -86.3% | +2.3% |
| 3Y | +15.0% | +98.9% | -84.0% | -10.5% |
| All | +1.6% | +115.2% | -113.6% | -22.4% |
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