+39,971.8%
SBUX vs PGR
+28,247.5%
+11,724.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.7% |
| 7D | -5.5% | -0.6% | -4.9% | -5.3% |
| 30D | -8.5% | +4.9% | -13.4% | -10.2% |
| 3M | -2.9% | +7.6% | -10.5% | -6.1% |
| 6M | -1.5% | +8.3% | -9.8% | -5.3% |
| YTD | +19.4% | +1.7% | +17.7% | +17.2% |
| 1Y | +22.9% | -6.8% | +29.8% | +24.3% |
| 3Y | +11.3% | +73.4% | -62.2% | -13.4% |
| 5Y | -6.9% | +161.2% | -168.1% | -39.8% |
| 10Y | +125.4% | +819.5% | -694.1% | -13.1% |
| All | +39,971.8% | +28,247.5% | +11,724.3% | +6,469.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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