+131.1%
SBUX vs PFGC
+419.1%
-288.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -3.1% | -2.2% | -0.9% | -2.5% |
| 30D | -0.9% | -11.9% | +11.1% | +2.4% |
| 3M | +11.6% | +5.0% | +6.6% | +9.9% |
| 6M | +8.8% | +8.6% | +0.2% | +6.0% |
| YTD | +26.3% | +9.7% | +16.6% | +22.2% |
| 1Y | +23.1% | -6.3% | +29.4% | +24.1% |
| 3Y | +15.0% | +58.2% | -43.3% | -0.1% |
| 5Y | +0.4% | +110.4% | -110.1% | -20.4% |
| 10Y | +130.7% | +272.8% | -142.1% | +49.1% |
| All | +131.1% | +419.1% | -288.0% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling