+2.3%
SBUX vs PL
+84.9%
-82.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | -3.1% | -9.3% | +6.2% | -2.5% |
| 30D | -0.9% | -18.9% | +18.0% | +0.6% |
| 3M | +11.6% | -58.4% | +70.0% | +18.3% |
| 6M | +8.8% | -30.3% | +39.1% | +9.1% |
| YTD | +26.3% | -8.1% | +34.4% | +22.9% |
| 1Y | +23.1% | +180.5% | -157.4% | +5.3% |
| 3Y | +15.0% | +444.1% | -429.2% | -14.6% |
| 5Y | +0.4% | +83.0% | -82.7% | -24.5% |
| All | +2.3% | +84.9% | -82.6% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling