-5.2%
SBUX vs PFGC
+111.7%
-116.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | -6.3% | -3.7% | -2.5% | -4.9% |
| 30D | -3.9% | -16.0% | +12.1% | +2.4% |
| 3M | +3.3% | -4.1% | +7.4% | +4.5% |
| 6M | +1.4% | +8.7% | -7.3% | -2.3% |
| YTD | +21.0% | +6.4% | +14.6% | +16.4% |
| 1Y | +22.4% | -8.4% | +30.8% | +24.6% |
| 3Y | +13.2% | +61.8% | -48.5% | -9.3% |
| 5Y | -5.2% | +108.7% | -113.9% | -32.9% |
| All | -5.2% | +111.7% | -116.9% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling