+125.0%
SBUX vs PFGC
+294.6%
-169.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -6.2% | -4.8% | -1.4% | -4.9% |
| 30D | -6.4% | -17.2% | +10.8% | -1.5% |
| 3M | +1.0% | -6.3% | +7.4% | +2.7% |
| 6M | -0.4% | +8.8% | -9.2% | -3.0% |
| YTD | +20.0% | +4.9% | +15.0% | +17.4% |
| 1Y | +22.8% | -9.5% | +32.3% | +24.9% |
| 3Y | +12.3% | +59.6% | -47.3% | -3.0% |
| 5Y | -6.4% | +113.5% | -119.9% | -26.4% |
| All | +125.0% | +294.6% | -169.6% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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