-6.7%
SBUX vs PNR
-21.7%
+15.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -5.5% | -6.0% | +0.5% | -3.1% |
| 30D | -8.5% | -14.0% | +5.5% | -2.8% |
| 3M | -2.9% | -21.7% | +18.8% | +6.1% |
| 6M | -1.5% | -37.3% | +35.7% | +17.7% |
| YTD | +19.4% | -45.1% | +64.5% | +50.5% |
| 1Y | +22.9% | -49.1% | +72.1% | +60.5% |
| 3Y | +11.3% | -14.8% | +26.1% | +12.1% |
| All | -6.7% | -21.7% | +15.0% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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