-2.7%
SBUX vs PM
+122.3%
-125.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.6% |
| 7D | -3.9% | -1.3% | -2.6% | -3.6% |
| 30D | -2.8% | -2.6% | -0.3% | -2.3% |
| 3M | +8.2% | +5.8% | +2.4% | +6.5% |
| 6M | +4.3% | +10.6% | -6.3% | +1.3% |
| YTD | +23.3% | +17.2% | +6.2% | +17.7% |
| 1Y | +24.3% | +17.6% | +6.7% | +18.1% |
| 3Y | +15.5% | +124.3% | -108.8% | -17.3% |
| 5Y | -2.7% | +125.1% | -127.8% | -33.1% |
| All | -2.7% | +122.3% | -125.0% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling