+10.5%
SBUX vs PL
+38.8%
-28.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.1% |
| 7D | +0.2% | +13.4% | -13.2% | -0.9% |
| 30D | +19.1% | -10.2% | +29.2% | +19.7% |
| 3M | +3.6% | -39.5% | +43.1% | +7.1% |
| 6M | +5.1% | -65.7% | +70.9% | +12.4% |
| YTD | +32.9% | -27.3% | +60.1% | +31.0% |
| 1Y | +30.4% | +15.0% | +15.4% | +22.4% |
| 3Y | +13.0% | +560.8% | -547.9% | -19.5% |
| 5Y | +10.5% | +38.4% | -27.9% | -12.2% |
| All | +10.5% | +38.8% | -28.3% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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