+145.4%
SBUX vs PM
+260.5%
-115.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | +1.0% | -2.4% | +3.4% | +1.9% |
| 30D | +16.6% | -1.3% | +17.9% | +17.0% |
| 3M | -0.6% | +6.5% | -7.1% | -3.1% |
| 6M | +1.8% | +7.0% | -5.2% | -1.3% |
| YTD | +29.7% | +25.8% | +3.9% | +17.3% |
| 1Y | +26.1% | +30.9% | -4.8% | +12.2% |
| 3Y | +10.3% | +148.0% | -137.7% | -28.6% |
| 5Y | +7.6% | +161.2% | -153.6% | -32.8% |
| All | +145.4% | +260.5% | -115.1% | +23.6% |
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