+128.3%
SBUX vs PM
+202.2%
-73.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.5% | -2.1% |
| 7D | -6.3% | -1.2% | -5.1% | -5.9% |
| 30D | -3.9% | -0.2% | -3.7% | -3.9% |
| 3M | +3.3% | +4.9% | -1.6% | +1.0% |
| 6M | +1.4% | +9.0% | -7.6% | -2.6% |
| YTD | +21.0% | +17.8% | +3.2% | +12.3% |
| 1Y | +22.4% | +16.8% | +5.6% | +13.5% |
| 3Y | +13.2% | +125.4% | -112.2% | -23.7% |
| 5Y | -5.2% | +128.7% | -133.9% | -37.4% |
| 10Y | +128.3% | +211.8% | -83.5% | +22.0% |
| All | +128.3% | +202.2% | -73.9% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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