+128.8%
SBUX vs PLD
+238.6%
-109.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.8% |
| 7D | -3.9% | -0.9% | -3.0% | -3.5% |
| 30D | -2.8% | -1.2% | -1.6% | -2.3% |
| 3M | +8.2% | -2.3% | +10.5% | +9.1% |
| 6M | +4.3% | +4.5% | -0.3% | +1.4% |
| YTD | +23.3% | +10.1% | +13.2% | +16.6% |
| 1Y | +24.3% | +25.9% | -1.6% | +9.7% |
| 3Y | +15.5% | +24.4% | -9.0% | -0.2% |
| 5Y | -2.7% | +15.5% | -18.2% | -14.6% |
| 10Y | +128.8% | +240.3% | -111.5% | +23.0% |
| All | +128.8% | +238.6% | -109.8% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 10y: compounded portfolio wealth divided by compounded PLD 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…
10y analysis · Full analysis span regression · 6 months rolling