+1,636.0%
SBUX vs PM
+825.0%
+811.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.5% |
| 7D | +0.2% | -7.1% | +7.2% | +3.4% |
| 30D | +19.1% | -2.8% | +21.9% | +20.4% |
| 3M | +3.6% | +6.3% | -2.7% | +0.4% |
| 6M | +5.1% | +9.6% | -4.5% | -0.1% |
| YTD | +32.9% | +25.6% | +7.3% | +17.4% |
| 1Y | +30.4% | +29.7% | +0.8% | +13.3% |
| 3Y | +13.0% | +147.6% | -134.6% | -31.8% |
| 5Y | +10.5% | +160.1% | -149.6% | -35.9% |
| 10Y | +152.8% | +260.9% | -108.1% | +15.6% |
| All | +1,636.0% | +825.0% | +811.0% | +307.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling