-6.7%
SBUX vs PNC
+51.4%
-58.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -5.5% | -0.6% | -4.9% | -5.2% |
| 30D | -8.5% | -4.4% | -4.1% | -6.7% |
| 3M | -2.9% | +5.2% | -8.1% | -5.2% |
| 6M | -1.5% | +20.6% | -22.2% | -9.7% |
| YTD | +19.4% | +19.8% | -0.4% | +9.6% |
| 1Y | +22.9% | +24.4% | -1.5% | +10.7% |
| 3Y | +11.3% | +131.2% | -119.9% | -25.0% |
| All | -6.7% | +51.4% | -58.1% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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